annotate liboctave/numeric/sparse-chol.h @ 25054:6652d3823428 stable

maint: Update copyright dates in all source files.
author John W. Eaton <jwe@octave.org>
date Fri, 30 Mar 2018 09:19:05 -0400
parents 194eb4bd202b
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1 /*
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2
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3 Copyright (C) 2016-2018 John W. Eaton
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4 Copyright (C) 2005-2018 David Bateman
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5 Copyright (C) 1998-2005 Andy Adler
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6
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7 This file is part of Octave.
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8
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9 Octave is free software: you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by
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11 the Free Software Foundation, either version 3 of the License, or
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12 (at your option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but
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15 WITHOUT ANY WARRANTY; without even the implied warranty of
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16 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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17 GNU General Public License for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <https://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #if ! defined (octave_sparse_chol_h)
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26 #define octave_sparse_chol_h 1
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27
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28 #include "octave-config.h"
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29
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30 class RowVector;
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31 class SparseMatrix;
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32 class SparseComplexMatrix;
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33
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34 namespace octave
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35 {
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36 namespace math
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37 {
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38 // If the sparse matrix classes become templated on the element type
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39 // (i.e., sparse_matrix<double>), then it might be best to make the
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40 // template parameter of this class also be the element type instead
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41 // of the matrix type.
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42
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43 template <typename chol_type>
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44 class
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45 sparse_chol
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46 {
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47 public:
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48
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49 sparse_chol (void);
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50
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51 sparse_chol (const chol_type& a, bool natural, bool force);
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53 sparse_chol (const chol_type& a, octave_idx_type& info,
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54 bool natural, bool force);
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56 sparse_chol (const chol_type& a, octave_idx_type& info, bool natural);
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58 sparse_chol (const chol_type& a, octave_idx_type& info);
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60 sparse_chol (const sparse_chol<chol_type>& a);
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61
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62 virtual ~sparse_chol (void);
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64 sparse_chol& operator = (const sparse_chol& a);
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65
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66 chol_type L (void) const;
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67
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68 chol_type R (void) const { return L ().hermitian (); }
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70 octave_idx_type P (void) const;
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71
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72 RowVector perm (void) const;
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73
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74 SparseMatrix Q (void) const;
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76 bool is_positive_definite (void) const;
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78 double rcond (void) const;
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79
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80 chol_type inverse (void) const;
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81
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82 protected:
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83
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84 typedef typename chol_type::element_type chol_elt;
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85
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86 class sparse_chol_rep;
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87
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88 private:
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90 sparse_chol_rep *rep;
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91 };
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93 template <typename chol_type>
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94 chol_type
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95 chol2inv (const chol_type& r);
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96
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97 // SparseComplexMatrix specialization.
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98
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99 template <>
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100 sparse_chol<SparseComplexMatrix>::sparse_chol
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101 (const SparseComplexMatrix& a, octave_idx_type& info);
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102 }
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103 }
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104
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105 #endif