octave: libinterp/dldfcn/chol.cc annotate

annotate libinterp/dldfcn/chol.cc @ 21683:54fa4dcba730

chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Emphasize that only one diagonal part for the factorization is used and cover the case of complex input matrices.

author	Kai T. Ohlhus <k.ohlhus@gmail.com>
date	Mon, 09 May 2016 12:53:49 +0200
parents	3d60ed163b70
children	aba2e6293dd8

rev	line source
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	1 /*
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	2
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 19055 diff changeset	3 Copyright (C) 1996-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 10846 diff changeset	5 Copyright (C) 2008-2009 VZLU Prague
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	6
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	7 This file is part of Octave.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	8
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	9 Octave is free software; you can redistribute it and/or modify it
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	10 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	11 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	12 option) any later version.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	13
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	14 Octave is distributed in the hope that it will be useful, but WITHOUT
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	17 for more details.
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	18
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	19 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 5823 diff changeset	21 <http://www.gnu.org/licenses/>.
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	22
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	23 */
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	24
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	25
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	26 #ifdef HAVE_CONFIG_H
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21269 diff changeset	27 # include "config.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	28 #endif
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	29
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	30 #include "chol.h"
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	31 #include "sparse-chol.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	32 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	33 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	34
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	35 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	37 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	38 #include "error.h"
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	39 #include "errwarn.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	40 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	41 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	42
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	43 template <typename CHOLT>
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	44 static octave_value
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	45 get_chol (const CHOLT& fact)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	46 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	47 return octave_value (fact.chol_matrix());
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	48 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	49
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	50 template <typename CHOLT>
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	51 static octave_value
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	52 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	53 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	54 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	55 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	56 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	57
21139 538b57866b90 consistently use "typename" intead of "class" in template declarations John W. Eaton <jwe@octave.org> parents: 21127 diff changeset	58 template <typename CHOLT>
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	59 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	60 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	61 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	62 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	63 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	64 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	65
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	66 DEFUN_DLD (chol, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	67 "-- 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	68 @deftypefn {} {@var{R} =} chol (@var{A})\n\
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files. Rik <rik@octave.org> parents: 20851 diff changeset	69 @deftypefnx {} {[@var{R}, @var{p}] =} chol (@var{A})\n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	70 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A})\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	71 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{A}, \"vector\")\n\
20853 1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files. Rik <rik@octave.org> parents: 20851 diff changeset	72 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	73 @deftypefnx {} {[@var{R}, @dots{}] =} chol (@dots{}, \"upper\")\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	74 @cindex Cholesky factorization\n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	75 Compute the upper Cholesky@tie{}factor, @var{R}, of the real symmetric\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	76 or complex Hermitian positive definite matrix @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	77 \n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	78 The upper Cholesky@tie{}factor @var{R} is computed by using the upper\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	79 triangular part of matrix @var{A} and is defined by\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	80 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	81 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	82 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	83 @ifnottex\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	84 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	85 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	86 @var{R}' * @var{R} = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	87 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	88 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	89 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	90 \n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	91 Calling @code{chol} using the optional @qcode{\"upper\"} flag has the\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	92 same behavior. In contrast, using the optional @qcode{\"lower\"} flag,\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	93 @code{chol} returns the lower triangular factorization, computed by using\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	94 the lower triangular part of matrix @var{A}, such that\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	95 @tex\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	96 $ L L^T = A $.\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	97 @end tex\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	98 @ifnottex\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	99 \n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	100 @example\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	101 @var{L} * @var{L}' = @var{A}.\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	102 @end example\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	103 \n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	104 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	105 \n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	106 Called with one output argument @code{chol} fails if matrix @var{A} is\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	107 not positive definite. Note that if matrix @var{A} is not real symmetric\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	108 or complex Hermitian then the lower triangular part is considered to be\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	109 the (complex conjugate) transpose of the upper triangular part, or vice\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	110 versa, given the @qcode{\"lower\"} flag.\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	111 \n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	112 Called with two or more output arguments @var{p} flags whether the matrix\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	113 @var{A} was positive definite and @code{chol} does not fail. A zero value\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	114 of @var{p} indicates that matrix @var{A} is positive definite and @var{R}\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	115 gives the factorization. Otherwise, @var{p} will have a positive value.\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	116 \n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	117 If called with three output arguments matrix @var{A} must be sparse and\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	118 a sparsity preserving row/column permutation is applied to matrix @var{A}\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	119 prior to the factorization. That is @var{R} is the factorization of\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	120 @code{@var{A}(@var{Q},@var{Q})} such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 $ R^T R = Q^T A Q$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	123 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	124 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	125 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	126 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	127 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	128 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	129 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	130 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	132 The sparsity preserving permutation is generally returned as a matrix.\n\
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	133 However, given the optional flag @qcode{\"vector\"}, @var{Q} will be\n\
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	134 returned as a vector such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	135 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	136 $ R^T R = A (Q, Q)$.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	137 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	138 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	139 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	140 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	141 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	142 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	143 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	144 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	145 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	146 In general the lower triangular factorization is significantly faster for\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	147 sparse matrices.\n\
19055 38937efbee21 Incorporate new functions ichol and ilu into Octave. Rik <rik@octave.org> parents: 18911 diff changeset	148 @seealso{hess, lu, qr, qz, schur, svd, ichol, cholinv, chol2inv, cholupdate, cholinsert, choldelete, cholshift}\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	149 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	150 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	151 int nargin = args.length ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	152
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	153 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	154 print_usage ();
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	155 if (nargout > 2 && ! args(0).is_sparse_type ())
54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	156 error ("chol: using three output arguments, matrix A must be sparse");
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	157
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	158 bool LLt = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	159 bool vecout = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	160
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	161 int n = 1;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	162 while (n < nargin)
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	163 {
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	164 std::string tmp = args(n++).xstring_value ("chol: optional arguments must be strings");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	165
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	166 if (tmp == "vector")
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	167 vecout = true;
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	168 else if (tmp == "lower")
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	169 LLt = true;
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	170 else if (tmp == "upper")
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	171 LLt = false;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	172 else
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	173 error ("chol: optional argument must be one of \"vector\", \"lower\", or \"upper\"");
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	174 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	175
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	176 octave_value_list retval;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	177 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	178
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	179 octave_idx_type nr = arg.rows ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	180 octave_idx_type nc = arg.columns ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	181
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	182 int arg_is_empty = empty_arg ("chol", nr, nc);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	183
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	184 if (arg_is_empty < 0)
20941 a4f5da7c5463 maint: Replace "octave_value_list ()" with "ovl ()". Rik <rik@octave.org> parents: 20940 diff changeset	185 return ovl ();
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	186 if (arg_is_empty > 0)
21127 df7891224709 maint: Use "return ovl (...)" in DEFUN macros. Rik <rik@octave.org> parents: 21110 diff changeset	187 return ovl (Matrix ());
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	188
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	189 if (arg.is_sparse_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	190 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	191 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	192 bool natural = (nargout != 3);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	193 bool force = nargout > 1;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	194
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	195 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	196 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	197 SparseMatrix m = arg.sparse_matrix_value ();
15264 94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions John W. Eaton <jwe@octave.org> parents: 15195 diff changeset	198
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	199 sparse_chol<SparseMatrix> fact (m, info, natural, force);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	200
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	201 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	202 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	203 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	204 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	205 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	206 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	207 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	208
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	209 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	210 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	211 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	212 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	213 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	214 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	215 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	216 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	217 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	218 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	219 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	220 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	221 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	222 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	223
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	224 sparse_chol<SparseComplexMatrix> fact (m, info, natural, force);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	225
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	226 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	227 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	228 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	229 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	230 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	231 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	232 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	233
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	234 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	235 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	236 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	237 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	238 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	239 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	240 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	241 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	242 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	243 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	244 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	245 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	246 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	247 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	248 else if (arg.is_single_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	249 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	250 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	251 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	252 FloatMatrix m = arg.float_matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	253
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	254 octave_idx_type info;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	255
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	256 chol<FloatMatrix> fact (m, info, LLt != true);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	257
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	258 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	259 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	260 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	261 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	262 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	263 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	264 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	265 FloatComplexMatrix m = arg.float_complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	266
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	267 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	268
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	269 chol<FloatComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	270
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	271 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	272 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	273 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	274 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	275 }
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	276 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	277 err_wrong_type_arg ("chol", arg);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	278 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	279 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	280 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	281 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	282 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	283 Matrix m = arg.matrix_value ();
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	284
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	285 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	286
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	287 chol<Matrix> fact (m, info, LLt != true);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	288
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	289 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	290 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	291 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	292 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	293 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	294 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	295 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	296 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	297
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	298 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	299
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	300 chol<ComplexMatrix> fact (m, info, LLt != true);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	301
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	302 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	303 retval = ovl (get_chol (fact), info);
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	304 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	305 error ("chol: input matrix must be positive definite");
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	306 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	307 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	308 err_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	309 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	310
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	311 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	312 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	313
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	314 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	315 %!assert (chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps))
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	316 %!assert (chol (single ([2, 1; 1, 1])), single ([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps ("single")))
18886 534511deb10e Use %!testif HAVE_CHOLMOD for sparse chol test added in cset 161b11e7da2d Mike Miller <mtmiller@ieee.org> parents: 18845 diff changeset	317 %!testif HAVE_CHOLMOD
18845 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	318 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	319 %! 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	320 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	321 %! assert (p != 0);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	322
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	323 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	324 %!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	325 %!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	326 %!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	327 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
21683 54fa4dcba730 chol.cc (chol): improving doc (bugs #44313, #45146), help for correct usage. Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 21568 diff changeset	328 %!error <matrix A must be sparse> [L,p,Q] = chol ([1, 2; 3, 4])
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	329 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	330
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	331 DEFUN_DLD (cholinv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	332 "-- 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	333 @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	334 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	335 the Cholesky@tie{}factorization.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	336 @seealso{chol, chol2inv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	337 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	338 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	339 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	340 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	341
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	342 octave_value retval;
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	343 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	344
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	345 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	346 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	347
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	348 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	349 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	350 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	351 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	352 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	353 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	354 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	355
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	356 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	357 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	358 SparseMatrix m = arg.sparse_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	359
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	360 sparse_chol<SparseMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	361
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	362 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	363 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	364 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	365 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	366 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	367 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	368 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	369 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	370
21145 307096fb67e1 revamp sparse Cholesky factorization classes John W. Eaton <jwe@octave.org> parents: 21139 diff changeset	371 sparse_chol<SparseComplexMatrix> chol (m, info);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	372
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	373 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	374 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	375 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	376 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	377 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	378 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	379 err_wrong_type_arg ("cholinv", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	380 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	381 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	382 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	383 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	384 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	385 FloatMatrix m = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	386
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	387 octave_idx_type info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	388 chol<FloatMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	389 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	390 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	391 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	392 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	393 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	394 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	395 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	396 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	397
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	398 octave_idx_type info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	399 chol<FloatComplexMatrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	400 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	401 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	402 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	403 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	404 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	405 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	406 err_wrong_type_arg ("chol", arg);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	407 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	408 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	409 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	410 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	411 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	412 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	413
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	414 octave_idx_type info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	415 chol<Matrix> chol (m, info);
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	416 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	417 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	418 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	419 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	420 }
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	421 else if (arg.is_complex_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	422 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	423 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	424
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	425 octave_idx_type info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	426 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	427 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	428 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	429 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	430 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	431 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	432 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	433 err_wrong_type_arg ("chol", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	434 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	435 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	436
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	437 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	438 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	439
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	440 /*
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	441 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	442 %! 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	443 %! Ainv = inv (A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	444 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	445 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	446 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	447 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	448 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	449 %! 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	450 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	451 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	452 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	453 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	454
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	455 DEFUN_DLD (chol2inv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	456 "-- 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	457 @deftypefn {} {} chol2inv (@var{U})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	458 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	459 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	460 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	461 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	462 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	463 @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	464 @seealso{chol, cholinv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	465 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	466 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	467 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	468 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	469
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	470 octave_value retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	471
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	472 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	473
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	474 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	475 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	476
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	477 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	478 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	479 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	480 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	481 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	482 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	483 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	484 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	485 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	486
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	487 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	488 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	489 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	490 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	491 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	492
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	493 retval = chol2inv (r);
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 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	496 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	497 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	498 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	499 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	500 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	501 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	502 FloatMatrix r = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	503
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	504 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	505 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	506 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	507 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	508 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	509
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	510 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	511 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	512 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	513 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	514
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	515 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	516 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	517 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	518 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	519 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	520 Matrix r = arg.matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	521
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	522 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	523 }
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	524 else if (arg.is_complex_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	525 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	526 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	527
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	528 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	529 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	530 else
21100 e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme. Rik <rik@octave.org> parents: 20941 diff changeset	531 err_wrong_type_arg ("chol2inv", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	532 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	533 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	534
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	535 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	536 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	537
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	538 DEFUN_DLD (cholupdate, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	539 "-- 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	540 @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	541 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	542 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	543 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	544 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	545 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	546 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	547 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	548 @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	549 if @var{op} is @qcode{\"+\"}\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	550 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	551 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	552 @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	553 if @var{op} is @qcode{\"-\"}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	554 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	555 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	556 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	557 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	558 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	559 @item 0 if the downdate was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	560 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	561 @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	562 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	563 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	564 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	565 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	566 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	567 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	568 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	569 {
20816 b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type. Rik <rik@octave.org> parents: 20812 diff changeset	570 int nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	571
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	572 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	573 print_usage ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	574
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	575 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	576 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	577
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	578 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	579 \|\| (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	580 print_usage ();
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	581
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	582 octave_value_list retval (nargout == 2 ? 2 : 1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	583
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	584 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	585
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	586 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	587
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	588 bool down = (op == "-");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	589
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	590 if (! down && op != "+")
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	591 error ("cholupdate: OP must be \"+\" or \"-\"");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	592
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	593 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	594 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	595
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	596 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	597 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	598 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	599 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	600 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	601 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	602 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	603 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	604
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	605 chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	606 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	607
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	608 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	609 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	610 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	611 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	612
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	613 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	614 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	615 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	616 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	617 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	618 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	619 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	620 argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	621
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	622 chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	623 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	624
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	625 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	626 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	627 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	628 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	629
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	630 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	631 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	632 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	633 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	634 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	635 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	636 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	637 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	638 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	639 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	640
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	641 chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	642 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	643
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	644 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	645 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	646 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	647 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	648
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	649 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	650 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	651 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	652 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	653 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	654 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	655 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	656
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	657 chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	658 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	659
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	660 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	661 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	662 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	663 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	664
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	665 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	666 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	667 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	668
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	669 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	670 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	671 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	672 error ("cholupdate: downdate violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	673 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	674 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	675
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	676 return retval;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	677 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	678
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	679 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	680 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	681 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	682 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	683 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	684 %! -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	685 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	686 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	687 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	688 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	689 %! 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	690 %! 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	691 %! -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	692 %! 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	693 %! -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	694 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	695 %! 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	696 %! 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	697 %! 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	698 %! 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	699
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	700 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	701 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	702 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	703 %! 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	704 %! assert (norm (R1'R1 - R'R - uu', Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	705 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	706 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	707 %! 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	708 %! 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	709
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	710 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	711 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	712 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	713 %! 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	714 %! assert (norm (R1'R1 - R'R - ucuc', Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	715 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	716 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	717 %! 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	718 %! 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	719
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	720 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	721 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	722 %! 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	723 %! 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	724 %! assert (norm (R1'R1 - R'R - single (uu'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	725 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	726 %! 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	727 %! 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	728 %! 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	729
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	730 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	731 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	732 %! 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	733 %! 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	734 %! assert (norm (R1'R1 - R'R - single (ucuc'), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	735 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	736 %! 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	737 %! 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	738 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	739 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	741 DEFUN_DLD (cholinsert, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	742 "-- 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	743 @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	744 @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	745 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	746 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	747 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	748 @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	749 @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	750 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	751 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	752 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	753 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	754 @item 0 if the insertion was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	755 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	756 @item 1 if @var{A1} is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	757 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	758 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	759 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	760 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	761 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	762 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	763 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	764 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	765 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	766 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	767
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	768 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	769 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	770 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	771
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	772 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	773 \|\| ! 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	774 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	775
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	776 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	777 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	778
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	779 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	780 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	781
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	782 if (j < 1 \|\| j > n+1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	783 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	784
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	785 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	786
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	787 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	788 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	789 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	790 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	791 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	792 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	793 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	794 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	795
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	796 chol<FloatMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	797 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	798 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	799
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	800 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	801 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	802 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	803 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	804 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	805 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	806 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	807 argu.float_complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	808
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	809 chol<FloatComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	810 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	811 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	812
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	813 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	814 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	815 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	816 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	817 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	818 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	819 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	820 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	821 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	822 ColumnVector u = argu.column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	823
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	824 chol<Matrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	825 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	826 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	827
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	828 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	829 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	830 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	831 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	832 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	833 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	834 ComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	835 argu.complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	836
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	837 chol<ComplexMatrix> fact;
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	838 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	839 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	840
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	841 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	842 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	843 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	844
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	845 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	846 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	847 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	848 error ("cholinsert: insertion violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	849 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	850 error ("cholinsert: singular matrix");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	851 else if (err == 3)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	852 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	853
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	854 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	856
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	857 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	858 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	859 %! 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	860 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	861 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	862 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	863 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	864 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	865 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	866 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	867 %! 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	868 %! 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	869 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	870 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	871 %! 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	872 %! 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	873
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	874 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	875 %! 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	876 %! 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	877 %! 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	878 %! -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	879 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	880 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	881 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	882 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	883 %! 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	884 %! 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	885 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	886 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	887 %! 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	888 %! 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	889
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	890 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	891 %! 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	892 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	893 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	894 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	895 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	896 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	897 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	898 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	899 %! 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	900 %! 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	901 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	902 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	903 %! 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	904 %! 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	905
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	906 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	907 %! 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	908 %! 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	909 %! 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	910 %! -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	911 %! 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	912 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	913 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	914 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	915 %! 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	916 %! 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	917 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	918 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	919 %! 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	920 %! 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	921
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	922 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	923 %! 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	924 %! 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	925 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	926
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	927 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	928 %! 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	929 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	930 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	931 %! 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	932 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	933 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	934 %! 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	935 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	936 %! 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	937 %! 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	938 %! 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	939 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	940 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	941 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	942 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	943 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	944
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	945 %!test
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	946 %! 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	947 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	948 %! 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	949 %! 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	950 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	951 %! 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	952 %! 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	953 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	954 %! 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	955 %! 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	956 %! 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	957 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	958 %! 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	959 %! 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	960 %! 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	961 %! 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	962
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	963 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	964 %! 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	965 %! 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	966 %! 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	967 %! 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	968 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	969 %! 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	970 %! -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	971 %! -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	972 %! -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	973 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	974 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	975 %!
21568 3d60ed163b70 maint: Eliminate bad spacing around '='. Rik <rik@octave.org> parents: 21547 diff changeset	976 %! 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	977 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	978 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	979 %! 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	980 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	981 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	982 %! 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	983 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	984 %! assert (cca'cca, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	985 %! assert (ccau'ccau, ca, 16eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	986 %! assert (ccau2'ccau2, ca, 16eps);
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	987 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	988 %! 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	989 %! 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	990 %! 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	991 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	992 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	993
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	994 DEFUN_DLD (choldelete, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	995 "-- 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	996 @deftypefn {} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	997 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	998 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	999 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	1000 @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	1001 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1002 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1003 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1004 if (args.length () != 2)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1005 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1006
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1007 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1008 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1009
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	1010 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	1011 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1012
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	1013 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	1014 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	1015
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1016 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1017 err_square_matrix_required ("choldelete", "R");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1018
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1019 if (j < 0 && j > n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1020 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	1021
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1022 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1023
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1024 if (argr.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1025 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1026 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1027 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1028 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1029 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	1030
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1031 chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1032 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1033 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	1034
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1035 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1036 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1037 else
20939 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 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1040 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1041
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1042 chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1043 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1044 fact.delete_sym (j-1);
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 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1047 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1048 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1049 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1050 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1051 if (argr.is_real_type ())
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 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1054 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1055
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1056 chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1057 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1058 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1059
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1060 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1061 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1062 else
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 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1065 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1066
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1067 chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1068 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1069 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1070
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1071 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1072 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1073 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1074
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1075 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1076 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1077
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1078 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1079 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1080 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1081 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1082 %! 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	1083 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1084 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1085 %! 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	1086 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1087
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1088 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1089 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1090 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1091 %! 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	1092 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1093 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1094 %! 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	1095 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1096
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1097 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1098 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1099 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1100 %! 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	1101 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1102 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1103 %! 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	1104 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1105
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1106 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1107 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1108 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1109 %! 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	1110 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1111 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1112 %! 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	1113 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1114 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1115
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1116 DEFUN_DLD (cholshift, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1117 "-- 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	1118 @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	1119 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	1120 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	1121 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1122 @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	1123 @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	1124 or @*\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	1125 @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	1126 \n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	1127 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1128 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1129 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1130 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1131 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1132
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1133 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1134 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1135 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1136
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	1137 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	1138 \|\| ! 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	1139 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	1140
0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	1141 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	1142 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	1143 octave_idx_type j = argj.scalar_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1144
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1145 if (argr.columns () != n)
21110 3d0d84305600 Use err_square_matrix_required more widely. Rik <rik@octave.org> parents: 21100 diff changeset	1146 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	1147
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1148 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	1149 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	1150
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1151 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1152
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1153 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	1154 && argj.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1155 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1156 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1157 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1158 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1159 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	1160
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1161 chol<FloatMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1162 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1163 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	1164
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1165 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1166 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1167 else
20939 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 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1170 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1171
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1172 chol<FloatComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1173 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1174 fact.shift_sym (i-1, j-1);
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 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1177 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1178 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1179 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1180 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1181 if (argr.is_real_type ())
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 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1184 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1185
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1186 chol<Matrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1187 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1188 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1189
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1190 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1191 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1192 else
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 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1195 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1196
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21200 diff changeset	1197 chol<ComplexMatrix> fact;
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1198 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1199 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1200
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1201 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1202 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1203 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1204
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1205 return retval;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1206 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1207
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1208 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1209 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1210 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1211 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1212 %! 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	1213 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1214 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1215 %! 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	1216 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1217 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1218 %! 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	1219 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1220 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1221 %! 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	1222 %! assert (norm (R1'R1 - A(p,p), Inf) < 1e1eps);
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1223
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1224 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1225 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1226 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1227 %! 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	1228 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1229 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1230 %! 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	1231 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1232 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1233 %! 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	1234 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1235 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1236 %! 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	1237 %! assert (norm (R1'R1 - Ac(p,p), Inf) < 1e1eps);
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1238
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1239 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1240 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1241 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1242 %! 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	1243 %! 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	1244 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1245 %! 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	1246 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1247 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1248 %! 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	1249 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1250 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1251 %! 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	1252 %! assert (norm (R1'R1 - single (A(p,p)), Inf) < 1e1eps ("single"));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1253
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1254 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1255 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1256 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1257 %! 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	1258 %! 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	1259 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1260 %! 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	1261 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1262 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1263 %! 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	1264 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1265 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1266 %! 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	1267 %! assert (norm (R1'R1 - single (Ac(p,p)), Inf) < 1e1eps ("single"));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1268 */

Mercurial > octave

annotate libinterp/dldfcn/chol.cc @ 21683:54fa4dcba730