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1 /* |
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2 |
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3 Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006, |
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4 2007 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 3 of the License, or (at your |
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11 option) any later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, see |
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20 <http://www.gnu.org/licenses/>. |
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21 |
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22 */ |
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23 |
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24 #if !defined (octave_CHOL_h) |
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25 #define octave_CHOL_h 1 |
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26 |
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27 #include <iostream> |
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28 |
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29 #include "dMatrix.h" |
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30 |
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31 class |
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32 OCTAVE_API |
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33 CHOL |
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34 { |
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35 public: |
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36 |
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37 CHOL (void) : chol_mat () { } |
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38 |
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39 CHOL (const Matrix& a, bool calc_cond = false) { init (a, calc_cond); } |
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40 |
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41 CHOL (const Matrix& a, octave_idx_type& info, bool calc_cond = false) |
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42 { info = init (a, calc_cond); } |
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43 |
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44 CHOL (const CHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } |
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45 |
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46 CHOL& operator = (const CHOL& a) |
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47 { |
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48 if (this != &a) |
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49 { |
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50 chol_mat = a.chol_mat; |
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51 xrcond = a.xrcond; |
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52 } |
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53 return *this; |
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54 } |
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55 |
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56 Matrix chol_matrix (void) const { return chol_mat; } |
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57 |
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58 double rcond (void) const { return xrcond; } |
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59 |
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60 // Compute the inverse of a matrix using the Cholesky factorization. |
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61 Matrix inverse (void) const; |
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62 |
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63 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a); |
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64 |
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65 private: |
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66 |
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67 Matrix chol_mat; |
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68 |
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69 double xrcond; |
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70 |
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71 octave_idx_type init (const Matrix& a, bool calc_cond); |
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72 }; |
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73 |
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74 Matrix OCTAVE_API chol2inv (const Matrix& r); |
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75 |
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76 #endif |
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77 |
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78 /* |
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79 ;;; Local Variables: *** |
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80 ;;; mode: C++ *** |
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81 ;;; End: *** |
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82 */ |
