annotate liboctave/CmplxQR.h @ 7554:40574114c514

implement Cholesky factorization updating
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 04 Mar 2008 22:25:50 -0500
parents 56be6f31dd4e
children efccca5f2ad7
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1 /*
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2
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3 Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006,
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4 2007 John W. Eaton
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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22 */
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23
7554
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24 // updating/downdating by Jaroslav Hajek 2008
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25
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26 #if !defined (octave_ComplexQR_h)
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27 #define octave_ComplexQR_h 1
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28
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29 #include <iostream>
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31 #include "CMatrix.h"
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32 #include "CColVector.h"
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33 #include "CRowVector.h"
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34 #include "dbleQR.h"
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36
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37 class
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38 OCTAVE_API
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39 ComplexQR
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40 {
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41 public:
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42
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43 ComplexQR (void) : q (), r () { }
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44
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45 ComplexQR (const ComplexMatrix&, QR::type = QR::std);
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47 ComplexQR (const ComplexMatrix& q, const ComplexMatrix& r);
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48
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49 ComplexQR (const ComplexQR& a) : q (a.q), r (a.r) { }
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51 ComplexQR& operator = (const ComplexQR& a)
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52 {
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53 if (this != &a)
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54 {
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55 q = a.q;
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56 r = a.r;
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57 }
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58 return *this;
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59 }
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60
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61 ~ComplexQR (void) { }
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62
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63 void init (const ComplexMatrix&, QR::type = QR::std);
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64
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65 ComplexMatrix Q (void) const { return q; }
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67 ComplexMatrix R (void) const { return r; }
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69 void update (const ComplexMatrix& u, const ComplexMatrix& v);
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70
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71 void insert_col (const ComplexMatrix& u, octave_idx_type j);
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72
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73 void delete_col (octave_idx_type j);
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74
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75 void insert_row (const ComplexMatrix& u, octave_idx_type j);
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76
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77 void delete_row (octave_idx_type j);
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78
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79 void economize();
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80
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81 friend std::ostream& operator << (std::ostream&, const ComplexQR&);
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83 protected:
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84
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85 ComplexMatrix q;
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86 ComplexMatrix r;
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87 };
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88
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89 #endif
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90
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91 /*
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92 ;;; Local Variables: ***
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93 ;;; mode: C++ ***
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94 ;;; End: ***
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95 */