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annotate libinterp/dldfcn/chol.cc @ 21568:3d60ed163b70

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maint: Eliminate bad spacing around '='. * Figure.h, PopupMenuControl.cc, annotation-dialog.cc, gl-select.h, files-dock-widget.cc, find-files-dialog.cc, history-dock-widget.cc, file-editor.cc, main-window.cc, webinfo.cc, resource-manager.cc, shortcut-manager.cc, workspace-view.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, bitfcns.cc, debug.cc, filter.cc, ft-text-renderer.cc, graphics.cc, graphics.in.h, hex2num.cc, jit-typeinfo.cc, load-save.cc, ls-mat5.cc, mxarray.in.h, oct-stream.cc, pr-output.cc, variables.cc, __init_fltk__.cc, __magick_read__.cc, chol.cc, ov-struct.cc, op-scm-cs.cc, pt-assign.cc, CollocWt.cc, randpoisson.c, inputParser.m, quadgk.m, waitbar.m, imwrite.m, __imread__.m, textread.m, fileattrib.m, __xzip__.m, what.m, fsolve.m, fix_depends.m, stemleaf.m, bicgstab.m, ichol.m, io.tst: maint: Eliminate bad spacing around '='.
author Rik <rik@octave.org>
date Wed, 30 Mar 2016 22:09:26 -0700
parents ad0599a0acc6
children 54fa4dcba730
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 /*
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2
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3 Copyright (C) 1996-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5 Copyright (C) 2008-2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25
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26 #ifdef HAVE_CONFIG_H
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27 # include "config.h"
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28 #endif
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29
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30 #include "chol.h"
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31 #include "sparse-chol.h"
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32 #include "oct-spparms.h"
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33 #include "sparse-util.h"
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34
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35 #include "ov-re-sparse.h"
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36 #include "ov-cx-sparse.h"
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37 #include "defun-dld.h"
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38 #include "error.h"
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39 #include "errwarn.h"
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40 #include "ovl.h"
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41 #include "utils.h"
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42
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43 template <typename CHOLT>
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44 static octave_value
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45 get_chol (const CHOLT& fact)
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46 {
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47 return octave_value (fact.chol_matrix());
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48 }
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49
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50 template <typename CHOLT>
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51 static octave_value
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52 get_chol_r (const CHOLT& fact)
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53 {
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54 return octave_value (fact.chol_matrix (),
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55 MatrixType (MatrixType::Upper));
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56 }
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57
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58 template <typename CHOLT>
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59 static octave_value
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60 get_chol_l (const CHOLT& fact)
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61 {
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62 return octave_value (fact.chol_matrix ().transpose (),
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63 MatrixType (MatrixType::Lower));
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64 }
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65
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66 DEFUN_DLD (chol, args, nargout,
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67 "-*- texinfo -*-\n\
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68 @deftypefn {} {@var{R} =} chol (@var{A})\n\
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69 @deftypefnx {} {[@var{R}, @var{p}] =} chol (@var{A})\n\
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70 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
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71 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
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72 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
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73 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
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74 @cindex Cholesky factorization\n\
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75 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive\n\
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76 definite matrix @var{A}.\n\
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77 \n\
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78 The Cholesky@tie{}factor is defined by\n\
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79 @tex\n\
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80 $ R^T R = A $.\n\
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81 @end tex\n\
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82 @ifnottex\n\
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83 \n\
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84 @example\n\
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85 @var{R}' * @var{R} = @var{A}.\n\
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86 @end example\n\
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87 \n\
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88 @end ifnottex\n\
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89 \n\
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90 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
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91 not positive definite. With two or more output arguments @var{p} flags\n\
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92 whether the matrix was positive definite and @code{chol} does not fail. A\n\
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93 zero value indicated that the matrix was positive definite and the @var{R}\n\
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94 gives the factorization, and @var{p} will have a positive value otherwise.\n\
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95 \n\
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96 If called with 3 outputs then a sparsity preserving row/column permutation\n\
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97 is applied to @var{A} prior to the factorization. That is @var{R} is the\n\
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98 factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
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99 @tex\n\
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100 $ R^T R = Q^T A Q$.\n\
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101 @end tex\n\
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102 @ifnottex\n\
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103 \n\
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104 @example\n\
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105 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
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106 @end example\n\
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107 \n\
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108 @end ifnottex\n\
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109 \n\
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110 The sparsity preserving permutation is generally returned as a matrix.\n\
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111 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
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112 vector such that\n\
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113 @tex\n\
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114 $ R^T R = A (Q, Q)$.\n\
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115 @end tex\n\
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116 @ifnottex\n\
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117 \n\
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118 @example\n\
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119 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
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120 @end example\n\
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121 \n\
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122 @end ifnottex\n\
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123 \n\
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124 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
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125 flag, @code{chol} returns the lower triangular factorization such that\n\
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126 @tex\n\
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127 $ L L^T = A $.\n\
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128 @end tex\n\
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129 @ifnottex\n\
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130 \n\
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131 @example\n\
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01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
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diff changeset
132 @var{L} * @var{L}' = @var{A}.\n\
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133 @end example\n\
10840
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Rik <octave@nomad.inbox5.com>
parents: 10410
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134 \n\
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sh@sh-laptop
parents: 8421
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135 @end ifnottex\n\
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136 \n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
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diff changeset
137 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
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138 triangular part of the matrix is used for the factorization, otherwise the\n\
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139 upper triangular part is used.\n\
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Carlo de Falco <kingcrimson@tiscali.it>
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140 \n\
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8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi
Rik <rdrider0-list@yahoo.com>
parents: 9064
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141 In general the lower triangular factorization is significantly faster for\n\
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142 sparse matrices.\n\
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38937efbee21 Incorporate new functions ichol and ilu into Octave.
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143 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
3372
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144 @end deftypefn")
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145 {
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diff changeset
146 int nargin = args.length ();
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147
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148 if (nargin < 1 || nargin > 3 || nargout > 3
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diff changeset
149 || (! args(0).is_sparse_type () && nargout > 2))
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150 print_usage ();
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151
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152 bool LLt = false;
8da80da1ac37 maint: Use ovl() more places in the code.
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153 bool vecout = false;
8da80da1ac37 maint: Use ovl() more places in the code.
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154
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diff changeset
155 int n = 1;
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156 while (n < nargin)
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157 {
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158 std::string tmp = args(n++).xstring_value ("chol: optional arguments must be strings");
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159
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160 if (tmp == "vector")
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161 vecout = true;
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162 else if (tmp == "lower")
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163 LLt = true;
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164 else if (tmp == "upper")
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165 LLt = false;
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166 else
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167 error ("chol: optional argument must be one of \"vector\", \"lower\", or \"upper\"");
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168 }
2928
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169
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diff changeset
170 octave_value_list retval;
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171 octave_value arg = args(0);
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172
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173 octave_idx_type nr = arg.rows ();
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diff changeset
174 octave_idx_type nc = arg.columns ();
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175
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176 int arg_is_empty = empty_arg ("chol", nr, nc);
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177
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178 if (arg_is_empty < 0)
20941
a4f5da7c5463 maint: Replace "octave_value_list ()" with "ovl ()".
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diff changeset
179 return ovl ();
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180 if (arg_is_empty > 0)
21127
df7891224709 maint: Use "return ovl (...)" in DEFUN macros.
Rik <rik@octave.org>
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diff changeset
181 return ovl (Matrix ());
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182
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diff changeset
183 if (arg.is_sparse_type ())
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diff changeset
184 {
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185 octave_idx_type info;
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diff changeset
186 bool natural = (nargout != 3);
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diff changeset
187 bool force = nargout > 1;
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diff changeset
188
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diff changeset
189 if (arg.is_real_type ())
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190 {
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diff changeset
191 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>
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diff changeset
192
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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diff changeset
193 sparse_chol<SparseMatrix> fact (m, info, natural, force);
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194
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195 if (nargout == 3)
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196 {
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diff changeset
197 if (vecout)
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diff changeset
198 retval(2) = fact.perm ();
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199 else
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200 retval(2) = fact.Q ();
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201 }
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202
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diff changeset
203 if (nargout >= 2 || info == 0)
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204 {
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diff changeset
205 retval(1) = info;
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diff changeset
206 if (LLt)
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diff changeset
207 retval(0) = fact.L ();
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diff changeset
208 else
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diff changeset
209 retval(0) = fact.R ();
10154
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210 }
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diff changeset
211 else
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diff changeset
212 error ("chol: input matrix must be positive definite");
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213 }
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214 else if (arg.is_complex_type ())
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215 {
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216 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
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217
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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diff changeset
218 sparse_chol<SparseComplexMatrix> fact (m, info, natural, force);
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219
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220 if (nargout == 3)
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221 {
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222 if (vecout)
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223 retval(2) = fact.perm ();
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224 else
0650b8431037 eliminate more simple uses of error_state
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225 retval(2) = fact.Q ();
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226 }
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227
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8da80da1ac37 maint: Use ovl() more places in the code.
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228 if (nargout >= 2 || info == 0)
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229 {
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230 retval(1) = info;
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diff changeset
231 if (LLt)
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diff changeset
232 retval(0) = fact.L ();
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233 else
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diff changeset
234 retval(0) = fact.R ();
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235 }
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236 else
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diff changeset
237 error ("chol: input matrix must be positive definite");
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diff changeset
238 }
20559
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239 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
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diff changeset
240 err_wrong_type_arg ("chol", arg);
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diff changeset
241 }
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242 else if (arg.is_single_type ())
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243 {
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244 if (arg.is_real_type ())
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245 {
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diff changeset
246 FloatMatrix m = arg.float_matrix_value ();
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Carlo de Falco <kingcrimson@tiscali.it>
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diff changeset
247
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diff changeset
248 octave_idx_type info;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
249
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
250 chol<FloatMatrix> fact (m, info, LLt != true);
13953
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diff changeset
251
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diff changeset
252 if (nargout == 2 || info == 0)
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e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
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diff changeset
253 retval = ovl (get_chol (fact), info);
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diff changeset
254 else
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diff changeset
255 error ("chol: input matrix must be positive definite");
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diff changeset
256 }
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diff changeset
257 else if (arg.is_complex_type ())
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diff changeset
258 {
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diff changeset
259 FloatComplexMatrix m = arg.float_complex_matrix_value ();
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diff changeset
260
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diff changeset
261 octave_idx_type info;
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diff changeset
262
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diff changeset
263 chol<FloatComplexMatrix> fact (m, info, LLt != true);
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diff changeset
264
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diff changeset
265 if (nargout == 2 || info == 0)
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diff changeset
266 retval = ovl (get_chol (fact), info);
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267 else
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268 error ("chol: input matrix must be positive definite");
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diff changeset
269 }
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270 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
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diff changeset
271 err_wrong_type_arg ("chol", arg);
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272 }
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273 else
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parents: 20462
diff changeset
274 {
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diff changeset
275 if (arg.is_real_type ())
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parents: 9862
diff changeset
276 {
20559
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diff changeset
277 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
278
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diff changeset
279 octave_idx_type info;
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diff changeset
280
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3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
281 chol<Matrix> fact (m, info, LLt != true);
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f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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parents: 7017
diff changeset
282
20559
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diff changeset
283 if (nargout == 2 || info == 0)
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
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diff changeset
284 retval = ovl (get_chol (fact), info);
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diff changeset
285 else
20559
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diff changeset
286 error ("chol: input matrix must be positive definite");
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parents: 9862
diff changeset
287 }
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diff changeset
288 else if (arg.is_complex_type ())
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289 {
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290 ComplexMatrix m = arg.complex_matrix_value ();
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291
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292 octave_idx_type info;
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diff changeset
293
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diff changeset
294 chol<ComplexMatrix> fact (m, info, LLt != true);
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295
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296 if (nargout == 2 || info == 0)
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e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
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diff changeset
297 retval = ovl (get_chol (fact), info);
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diff changeset
298 else
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299 error ("chol: input matrix must be positive definite");
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300 }
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parents: 20462
diff changeset
301 else
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e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
302 err_wrong_type_arg ("chol", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
303 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
304
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
305 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
306 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
307
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
308 /*
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
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diff changeset
309 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
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5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
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310 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
18886
534511deb10e Use %!testif HAVE_CHOLMOD for sparse chol test added in cset 161b11e7da2d
Mike Miller <mtmiller@ieee.org>
parents: 18845
diff changeset
311 %!testif HAVE_CHOLMOD
18845
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
312 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
313 %! 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
314 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587).
Rik <rik@octave.org>
parents: 17861
diff changeset
315 %! assert (p != 0);
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parents: 7789
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316
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Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
317 %!error chol ()
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Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
318 %!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
319 %!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
320 %!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
321 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
14501
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Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
322 */
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
323
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
324 DEFUN_DLD (cholinv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
325 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
326 @deftypefn {} {} cholinv (@var{A})\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
327 Compute the inverse of the symmetric positive definite matrix @var{A} using\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
328 the Cholesky@tie{}factorization.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
329 @seealso{chol, chol2inv, inv}\n\
5340
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parents: 5307
diff changeset
330 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
331 {
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
332 if (args.length () != 1)
20790
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diff changeset
333 print_usage ();
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diff changeset
334
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
335 octave_value retval;
20790
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diff changeset
336 octave_value arg = args(0);
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diff changeset
337
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diff changeset
338 octave_idx_type nr = arg.rows ();
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diff changeset
339 octave_idx_type nc = arg.columns ();
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340
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341 if (nr == 0 || nc == 0)
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342 retval = Matrix ();
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343 else
5340
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jwe
parents: 5307
diff changeset
344 {
20790
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345 if (arg.is_sparse_type ())
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346 {
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diff changeset
347 octave_idx_type info;
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diff changeset
348
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diff changeset
349 if (arg.is_real_type ())
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diff changeset
350 {
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diff changeset
351 SparseMatrix m = arg.sparse_matrix_value ();
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diff changeset
352
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21139
diff changeset
353 sparse_chol<SparseMatrix> chol (m, info);
20790
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diff changeset
354
c2d9556d51d0 eliminate return statements after calls to print_usage
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diff changeset
355 if (info == 0)
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diff changeset
356 retval = chol.inverse ();
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diff changeset
357 else
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diff changeset
358 error ("cholinv: A must be positive definite");
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diff changeset
359 }
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diff changeset
360 else if (arg.is_complex_type ())
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
361 {
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John W. Eaton <jwe@octave.org>
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diff changeset
362 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
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diff changeset
363
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21139
diff changeset
364 sparse_chol<SparseComplexMatrix> chol (m, info);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
365
20790
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John W. Eaton <jwe@octave.org>
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diff changeset
366 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
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diff changeset
367 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
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diff changeset
368 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
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diff changeset
369 error ("cholinv: A must be positive definite");
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John W. Eaton <jwe@octave.org>
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diff changeset
370 }
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
371 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
372 err_wrong_type_arg ("cholinv", arg);
20790
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John W. Eaton <jwe@octave.org>
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diff changeset
373 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
374 else if (arg.is_single_type ())
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
375 {
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
376 if (arg.is_real_type ())
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
377 {
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
378 FloatMatrix m = arg.float_matrix_value ();
5340
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jwe
parents: 5307
diff changeset
379
20790
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John W. Eaton <jwe@octave.org>
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diff changeset
380 octave_idx_type info;
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
381 chol<FloatMatrix> chol (m, info);
20790
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diff changeset
382 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
383 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
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parents: 20711
diff changeset
384 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
385 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
386 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
387 else if (arg.is_complex_type ())
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
388 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
389 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
390
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
391 octave_idx_type info;
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
392 chol<FloatComplexMatrix> chol (m, info);
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
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parents: 20711
diff changeset
393 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
394 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
395 else
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
396 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
397 }
c2d9556d51d0 eliminate return statements after calls to print_usage
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parents: 20711
diff changeset
398 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
399 err_wrong_type_arg ("chol", arg);
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
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parents: 20711
diff changeset
400 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
401 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
402 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
403 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
404 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
405 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
406
20790
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
407 octave_idx_type info;
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
408 chol<Matrix> chol (m, info);
20790
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parents: 20711
diff changeset
409 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
410 retval = chol.inverse ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
411 else
20790
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
412 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
413 }
20790
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John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
414 else if (arg.is_complex_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
415 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
416 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
417
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
418 octave_idx_type info;
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
419 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
420 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
421 retval = chol.inverse ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
422 else
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
423 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
424 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
425 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
426 err_wrong_type_arg ("chol", arg);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
427 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
428 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
429
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
430 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
431 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
432
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
433 /*
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
434 %!shared A, Ainv
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
435 %! 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
436 %! Ainv = inv (A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
437 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
438 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
439 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
440 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
441 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
442 %! 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
443 %!testif HAVE_CHOLMOD
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
444 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
445 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
446 */
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
447
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
448 DEFUN_DLD (chol2inv, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
449 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
450 @deftypefn {} {} chol2inv (@var{U})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
451 Invert a symmetric, positive definite square matrix from its Cholesky\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
452 decomposition, @var{U}.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
453 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
454 Note that @var{U} should be an upper-triangular matrix with positive\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
455 diagonal elements. @code{chol2inv (@var{U})} provides\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
456 @code{inv (@var{U}'*@var{U})} but it is much faster than using @code{inv}.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
457 @seealso{chol, cholinv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
458 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
459 {
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
460 if (args.length () != 1)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
461 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
462
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
463 octave_value retval;
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
464
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
465 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
466
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
467 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
468 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
469
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
470 if (nr == 0 || nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
471 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
472 else
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
473 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
474 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
475 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
476 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
477 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
478 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
479
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
480 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
481 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
482 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
483 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
484 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
485
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
486 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
487 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
488 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
489 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
490 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
491 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
492 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
493 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
494 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
495 FloatMatrix r = arg.float_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
496
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
497 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
498 }
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
499 else if (arg.is_complex_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
500 {
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
501 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
502
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
503 retval = chol2inv (r);
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 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 20941
diff changeset
506 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
507
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
508 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
509 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
510 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
511 if (arg.is_real_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
512 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
513 Matrix r = arg.matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
514
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
515 retval = chol2inv (r);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
516 }
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
517 else if (arg.is_complex_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
518 {
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
519 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
520
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
521 retval = chol2inv (r);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
522 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
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);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
525 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
526 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
527
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
528 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
529 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
530
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
531 DEFUN_DLD (cholupdate, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
532 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
533 @deftypefn {} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
534 Update or downdate a Cholesky@tie{}factorization.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
535 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
536 Given an upper triangular matrix @var{R} and a column vector @var{u},\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
537 attempt to determine another upper triangular matrix @var{R1} such that\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
538 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
539 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
540 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
541 @var{R1}'*@var{R1} = @var{R}'*@var{R} + @var{u}*@var{u}'\n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
542 if @var{op} is @qcode{\"+\"}\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
543 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
544 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
545 @var{R1}'*@var{R1} = @var{R}'*@var{R} - @var{u}*@var{u}'\n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
546 if @var{op} is @qcode{\"-\"}\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
547 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
548 \n\
17281
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents: 16920
diff changeset
549 If @var{op} is @qcode{\"-\"}, @var{info} is set to\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
550 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
551 @itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
552 @item 0 if the downdate was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
553 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
554 @item 1 if @var{R}'*@var{R} - @var{u}*@var{u}' is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
555 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
556 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
557 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
558 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
559 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
560 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
561 @end deftypefn")
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
562 {
20816
b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type.
Rik <rik@octave.org>
parents: 20812
diff changeset
563 int nargin = args.length ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
564
20898
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20863
diff changeset
565 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
566 print_usage ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
567
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
568 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
569 octave_value argu = args(1);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
570
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
571 if (! argr.is_numeric_type () || ! argu.is_numeric_type ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
572 || (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
573 print_usage ();
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
574
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
575 octave_value_list retval (nargout == 2 ? 2 : 1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
576
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
577 octave_idx_type n = argr.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
578
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
579 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
580
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
581 bool down = (op == "-");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
582
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
583 if (! down && op != "+")
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
584 error ("cholupdate: OP must be \"+\" or \"-\"");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
585
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
586 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
587 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
588
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
589 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
590 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
591 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
592 if (argr.is_real_type () && argu.is_real_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
593 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
594 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
595 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
596 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
597
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
598 chol<FloatMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
599 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
600
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
601 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
602 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
603 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
604 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
605
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
606 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
607 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
608 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
609 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
610 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
611 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
612 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
613 argu.float_complex_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
614
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
615 chol<FloatComplexMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
616 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
617
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
618 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
619 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
620 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
621 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
622
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
623 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
624 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
625 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
626 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
627 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
628 if (argr.is_real_type () && argu.is_real_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
629 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
630 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
631 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
632 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
633
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
634 chol<Matrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
635 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
636
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
637 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
638 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
639 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
640 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
641
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
642 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
643 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
644 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
645 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
646 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
647 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
648 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
649
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
650 chol<ComplexMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
651 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
652
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
653 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
654 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
655 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
656 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
657
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
658 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
659 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
660 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
661
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
662 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
663 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
664 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
665 error ("cholupdate: downdate violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
666 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
667 error ("cholupdate: singular matrix");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
668
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
669 return retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
670 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
671
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
672 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
673 %!shared A, u, Ac, uc
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
674 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
675 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
676 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
677 %! -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
678 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
679 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
680 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
681 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
682 %! 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
683 %! 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
684 %! -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
685 %! 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
686 %! -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
687 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
688 %! 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
689 %! 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
690 %! 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
691 %! 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
692
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
693 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
694 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
695 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
696 %! 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
697 %! assert (norm (R1'*R1 - R'*R - u*u', Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
698 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
699 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
700 %! 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
701 %! 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
702
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
703 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
704 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
705 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
706 %! 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
707 %! assert (norm (R1'*R1 - R'*R - uc*uc', Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
708 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
709 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
710 %! 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
711 %! 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
712
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
713 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
714 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
715 %! 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
716 %! 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
717 %! assert (norm (R1'*R1 - R'*R - single (u*u'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
718 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
719 %! 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
720 %! 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
721 %! 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
722
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
723 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
724 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
725 %! 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
726 %! 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
727 %! assert (norm (R1'*R1 - R'*R - single (uc*uc'), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
728 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
729 %! 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
730 %! 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
731 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
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
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
734 DEFUN_DLD (cholinsert, args, nargout,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
735 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
736 @deftypefn {} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
737 @deftypefnx {} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
738 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
739 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
740 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
741 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
742 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
20163
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19864
diff changeset
743 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
744 On return, @var{info} is set to\n\
14620
cd375519eab0 doc: Periodic grammar check of documentation
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
745 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
746 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
747 @item 0 if the insertion was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
748 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
749 @item 1 if @var{A1} is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
750 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
751 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
752 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
753 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
754 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
755 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
756 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
757 {
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
758 if (args.length () != 3)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
759 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
760
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
761 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
762 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
763 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
764
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
765 if (! argr.is_numeric_type () || ! argu.is_numeric_type ()
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
766 || ! 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
767 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
768
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
769 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
770 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
771
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
772 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
773 error ("cholinsert: dimension mismatch between R and U");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
774
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
775 if (j < 1 || j > n+1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
776 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
777
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
778 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
779
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
780 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
781 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
782 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
783 if (argr.is_real_type () && argu.is_real_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
784 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
785 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
786 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
787 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
788
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
789 chol<FloatMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
790 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
791 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
792
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
793 retval = ovl (get_chol_r (fact));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
794 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
795 else
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
796 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
797 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
798 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
799 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
800 argu.float_complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
801
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
802 chol<FloatComplexMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
803 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
804 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
805
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
806 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
807 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
808 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
809 else
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
810 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
811 if (argr.is_real_type () && argu.is_real_type ())
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
812 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
813 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
814 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
815 ColumnVector u = argu.column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
816
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
817 chol<Matrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
818 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
819 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
820
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
821 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
822 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
823 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
824 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
825 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
826 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
827 ComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
828 argu.complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
829
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
830 chol<ComplexMatrix> fact;
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
831 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
832 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
833
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
834 retval = ovl (get_chol_r (fact));
20863
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
835 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
836 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
837
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
838 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
839 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
840 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
841 error ("cholinsert: insertion violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
842 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
843 error ("cholinsert: singular matrix");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
844 else if (err == 3)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl().
Rik <rik@octave.org>
parents: 20853
diff changeset
845 error ("cholinsert: diagonal element must be real");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
846
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
847 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
848 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
849
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
850 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
851 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
852 %! 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
853 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
854 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
855 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
856 %! 0.45266 ];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
857 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
858 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
859 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
860 %! 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
861 %! 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
862 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
863 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
864 %! 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
865 %! 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
866
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
867 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
868 %! 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
869 %! 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
870 %! 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
871 %! -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
872 %! 0.45266 + 0.50020i];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
873 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
874 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
875 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
876 %! 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
877 %! 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
878 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
879 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
880 %! 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
881 %! 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
882
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
883 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
884 %! 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
885 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
886 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
887 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
888 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
889 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
890 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
891 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
892 %! 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
893 %! 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
894 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
895 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
896 %! 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
897 %! 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
898
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
899 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
900 %! 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
901 %! 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
902 %! 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
903 %! -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
904 %! 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
905 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
906 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
907 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
908 %! 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
909 %! 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
910 %! A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
911 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
912 %! 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
913 %! 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
914
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
915 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
916 %! 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
917 %! 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
918 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
919
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
920 %!test
21568
3d60ed163b70 maint: Eliminate bad spacing around '='.
Rik <rik@octave.org>
parents: 21547
diff changeset
921 %! 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
922 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
923 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
924 %! 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
925 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
926 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
927 %! 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
928 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
929 %! 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
930 %! 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
931 %! 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
932 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
933 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
934 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
935 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
936 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
937
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
938 %!test
21568
3d60ed163b70 maint: Eliminate bad spacing around '='.
Rik <rik@octave.org>
parents: 21547
diff changeset
939 %! 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
940 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
941 %! 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
942 %! 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
943 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
944 %! 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
945 %! 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
946 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
947 %! 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
948 %! 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
949 %! 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
950 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
951 %! 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
952 %! 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
953 %! 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
954 %! 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
955
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
956 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
957 %! 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
958 %! 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
959 %! 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
960 %! 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
961 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
962 %! 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
963 %! -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
964 %! -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
965 %! -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
966 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
967 %! ca = a + i*b;
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
968 %!
21568
3d60ed163b70 maint: Eliminate bad spacing around '='.
Rik <rik@octave.org>
parents: 21547
diff changeset
969 %! 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
970 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
971 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
972 %! 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
973 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
974 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
975 %! 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
976 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
977 %! assert (cca'*cca, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
978 %! assert (ccau'*ccau, ca, 16*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
979 %! assert (ccau2'*ccau2, ca, 16*eps);
13953
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab
Carlo de Falco <kingcrimson@tiscali.it>
parents: 13915
diff changeset
980 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
981 %! 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
982 %! 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
983 %! 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
984 %! assert (cca, ccau2, 16*eps);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
985 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
986
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
987 DEFUN_DLD (choldelete, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
988 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
989 @deftypefn {} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
990 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
991 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
10846
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
992 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
993 @w{p = [1:j-1,j+1:n+1]}.\n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
994 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
995 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
996 {
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
997 if (args.length () != 2)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
998 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
999
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1000 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1001 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1002
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
1003 if (! argr.is_numeric_type () || ! 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
1004 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1005
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
1006 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
1007 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
1008
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1009 if (argr.columns () != n)
21110
3d0d84305600 Use err_square_matrix_required more widely.
Rik <rik@octave.org>
parents: 21100
diff changeset
1010 err_square_matrix_required ("choldelete", "R");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1011
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1012 if (j < 0 && j > n)
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1013 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
1014
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1015 octave_value_list retval;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1016
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1017 if (argr.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1018 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1019 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1020 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1021 // real case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1022 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
1023
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1024 chol<FloatMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1025 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1026 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
1027
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1028 retval = ovl (get_chol_r (fact));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1029 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1030 else
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1031 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1032 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1033 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1034
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1035 chol<FloatComplexMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1036 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1037 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1038
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1039 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1040 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1041 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1042 else
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1043 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1044 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1045 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1046 // real case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1047 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1048
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1049 chol<Matrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1050 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1051 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1052
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1053 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1054 }
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1055 else
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1056 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1057 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1058 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1059
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1060 chol<ComplexMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1061 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1062 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1063
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1064 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1065 }
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1066 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1067
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1068 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1069 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1070
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1071 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1072 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1073 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1074 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1075 %! 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
1076 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1077 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1078 %! 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
1079 %! assert (norm (R1'*R1 - A(p,p), 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
1080
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1081 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1082 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1083 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1084 %! 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
1085 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1086 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1087 %! 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
1088 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1089
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1090 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1091 %! R = chol (single (A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1092 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1093 %! 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
1094 %! R1 = choldelete (R, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1095 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1096 %! 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
1097 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1098
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1099 %!test
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1100 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1101 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1102 %! 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
1103 %! R1 = choldelete (R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1104 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1105 %! 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
1106 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1107 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1108
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1109 DEFUN_DLD (cholshift, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1110 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20851
diff changeset
1111 @deftypefn {} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1112 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1113 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1114 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1115 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1116 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1117 or @*\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
1118 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1119 \n\
16920
53eaa83e4181 doc: Add seealso links between various factorization forms.
Rik <rik@octave.org>
parents: 15264
diff changeset
1120 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1121 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1122 {
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20816
diff changeset
1123 if (args.length () != 3)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
1124 print_usage ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1125
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1126 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1127 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1128 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1129
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
1130 if (! argr.is_numeric_type () || ! argi.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
1131 || ! 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
1132 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
1133
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint)
Mike Miller <mtmiller@octave.org>
parents: 20818
diff changeset
1134 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
1135 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
1136 octave_idx_type j = argj.scalar_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1137
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1138 if (argr.columns () != n)
21110
3d0d84305600 Use err_square_matrix_required more widely.
Rik <rik@octave.org>
parents: 21100
diff changeset
1139 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
1140
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1141 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
1142 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
1143
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1144 octave_value_list retval;
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1145
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1146 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
1147 && argj.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1148 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1149 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1150 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1151 // real case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1152 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
1153
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1154 chol<FloatMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1155 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1156 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
1157
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1158 retval = ovl (get_chol_r (fact));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1159 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1160 else
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1161 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1162 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1163 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1164
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1165 chol<FloatComplexMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1166 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1167 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1168
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1169 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1170 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1171 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1172 else
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1173 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1174 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1175 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1176 // real case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1177 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1178
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1179 chol<Matrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1180 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1181 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1182
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1183 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1184 }
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1185 else
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1186 {
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1187 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1188 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1189
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21200
diff changeset
1190 chol<ComplexMatrix> fact;
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1191 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1192 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1193
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1194 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1195 }
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20898
diff changeset
1196 }
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 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1199 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1200
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1201 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1202 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1203 %! R = chol (A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1204 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1205 %! 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
1206 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1207 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1208 %! 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
1209 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1210 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1211 %! 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
1212 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1213 %!
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
1214 %! 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
1215 %! assert (norm (R1'*R1 - A(p,p), Inf) < 1e1*eps);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1216
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1217 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1218 %! R = chol (Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1219 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1220 %! 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
1221 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1222 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1223 %! 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
1224 %! assert (norm (R1'*R1 - Ac(p,p), Inf) < 1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1225 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1226 %! 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
1227 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1228 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1229 %! 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
1230 %! assert (norm (R1'*R1 - Ac(p,p), 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
1231
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1232 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1233 %! R = chol (single (A));
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
1234 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1235 %! 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
1236 %! 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
1237 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1238 %! 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
1239 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1240 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1241 %! 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
1242 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1243 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1244 %! 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
1245 %! assert (norm (R1'*R1 - single (A(p,p)), Inf) < 1e1*eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1246
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1247 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1248 %! R = chol (single (Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1249 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1250 %! 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
1251 %! 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
1252 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1253 %! 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
1254 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1255 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1256 %! 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
1257 %! R1 = cholshift (R, i, j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1258 %!
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
1259 %! 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
1260 %! assert (norm (R1'*R1 - single (Ac(p,p)), Inf) < 1e1*eps ("single"));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1261 */