octave: libinterp/dldfcn/chol.cc annotate

annotate libinterp/dldfcn/chol.cc @ 20941:a4f5da7c5463

maint: Replace "octave_value_list ()" with "ovl ()". * debug.cc, det.cc, ellipj.cc, error.cc, file-io.cc, graphics.cc, hess.cc, input.cc, inv.cc, load-path.cc, lu.cc, octave-link.cc, pager.cc, pinv.cc, pr-output.cc, profiler.cc, schur.cc, symtab.cc, sysdep.cc, urlwrite.cc, variables.cc, __magick_read__.cc, audioread.cc, chol.cc, ov-classdef.h, ov-cs-list.cc, ov-flt-re-mat.cc, ov-re-mat.cc, ov-usr-fcn.cc: maint: Replace "octave_value_list ()" with "ovl ()".

author	Rik <rik@octave.org>
date	Fri, 18 Dec 2015 16:18:41 -0800
parents	48b2ad5ee801
children	e39e05d90788

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
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	27 #include <config.h>
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
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	30 #include "CmplxCHOL.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	32 #include "fCmplxCHOL.h"
82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	33 #include "floatCHOL.h"
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	34 #include "SparseCmplxCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	35 #include "SparsedbleCHOL.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	36 #include "oct-spparms.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	37 #include "sparse-util.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	38
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	39 #include "ov-re-sparse.h"
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	40 #include "ov-cx-sparse.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	41 #include "defun-dld.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	42 #include "error.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	43 #include "gripes.h"
20940 48b2ad5ee801 maint: Rename oct-obj.[cc\|h] to ovl.[cc\|h] for clarity. Rik <rik@octave.org> parents: 20939 diff changeset	44 #include "ovl.h"
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	45 #include "utils.h"
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	46
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	47 template <class CHOLT>
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	48 static octave_value
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	49 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	50 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	51 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	52 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	53
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	54 template <class CHOLT>
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20163 diff changeset	55 static octave_value
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	56 get_chol_r (const CHOLT& fact)
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	57 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	58 return octave_value (fact.chol_matrix (),
9715 9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	59 MatrixType (MatrixType::Upper));
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	60 }
9f27172fbd1e auto-set MatrixType from certain functions Jaroslav Hajek <highegg@gmail.com> parents: 9453 diff changeset	61
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	62 template <class CHOLT>
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	63 static octave_value
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	64 get_chol_l (const CHOLT& fact)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	65 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	66 return octave_value (fact.chol_matrix ().transpose (),
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	67 MatrixType (MatrixType::Lower));
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	68 }
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 9758 diff changeset	69
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	70 DEFUN_DLD (chol, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	71 "-- 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	72 @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	73 @deftypefnx {} {[@var{R}, @var{p}] =} 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	74 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files. Rik <rik@octave.org> parents: 20851 diff changeset	75 @deftypefnx {} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, \"vector\")\n\
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files. Rik <rik@octave.org> parents: 20851 diff changeset	76 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, \"lower\")\n\
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files. Rik <rik@octave.org> parents: 20851 diff changeset	77 @deftypefnx {} {[@var{L}, @dots{}] =} chol (@dots{}, \"upper\")\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	78 @cindex Cholesky factorization\n\
11593 1577c6f80926 Use non-breaking spaces between certain adjectives and their nouns in docstrings. Rik <octave@nomad.inbox5.com> parents: 11586 diff changeset	79 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
20163 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	80 matrix @var{A}.\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	81 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	82 The Cholesky@tie{}factor is defined by\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	83 @tex\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	84 $ R^T R = A $.\n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	85 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	86 @ifnottex\n\
3372 f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	87 \n\
f16c2ce14886 [project @ 1999-11-23 19:07:09 by jwe] jwe parents: 3244 diff changeset	88 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	89 @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	90 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	91 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	92 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	93 \n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	94 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	95 not positive definite. With two or more output arguments @var{p} flags\n\
7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	96 whether the matrix was positive definite and @code{chol} does not fail. A\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	97 zero value indicated that the matrix was positive definite and the @var{R}\n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	98 gives the factorization, and @var{p} will have a positive value otherwise.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	99 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	100 If called with 3 outputs then a sparsity preserving row/column permutation\n\
20163 075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	101 is applied to @var{A} prior to the factorization. That is @var{R} is the\n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	102 factorization of @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	103 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	104 $ 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	105 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	106 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	107 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	108 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	109 @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	110 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	111 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	112 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	113 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	114 The sparsity preserving permutation is generally returned as a matrix.\n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	115 However, given the flag @qcode{\"vector\"}, @var{Q} will be returned as a\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	116 vector such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	117 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	118 $ 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	119 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	120 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	121 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	122 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	123 @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	124 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	125 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	126 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	127 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	128 Called with either a sparse or full matrix and using the @qcode{\"lower\"}\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	129 flag, @code{chol} returns the lower triangular factorization such that\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	130 @tex\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	131 $ L L^T = A $.\n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	132 @end tex\n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	133 @ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	134 \n\
f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	135 @example\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	136 @var{L} * @var{L}' = @var{A}.\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	137 @end example\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	138 \n\
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 8421 diff changeset	139 @end ifnottex\n\
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	140 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	141 For full matrices, if the @qcode{\"lower\"} flag is set only the lower\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	142 triangular part of the matrix is used for the factorization, otherwise the\n\
bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	143 upper triangular part is used.\n\
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	144 \n\
9065 8207b833557f Cleanup documentation for arith.texi, linalg.texi, nonlin.texi Rik <rdrider0-list@yahoo.com> parents: 9064 diff changeset	145 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	146 sparse matrices.\n\
19055 38937efbee21 Incorporate new functions ichol and ilu into Octave. Rik <rik@octave.org> parents: 18911 diff changeset	147 @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	148 @end deftypefn")
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	149 {
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	150 int nargin = args.length ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	151
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	152 if (nargin < 1 \|\| nargin > 3 \|\| nargout > 3
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	153 \|\| (! args(0).is_sparse_type () && nargout > 2))
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	154 print_usage ();
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	155
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	156 bool LLt = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	157 bool vecout = false;
8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	158
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	159 int n = 1;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	160 while (n < nargin)
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	161 {
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	162 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	163
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	164 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	165 vecout = true;
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	166 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	167 LLt = 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 == "upper")
20579 10ec79b47808 use new string_value method to handle value extraction errors John W. Eaton <jwe@octave.org> parents: 20559 diff changeset	169 LLt = false;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	170 else
20711 7b608fadc663 Make error messages more specific about the variable and problem encountered. Rik <rik@octave.org> parents: 20700 diff changeset	171 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	172 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	173
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	174 octave_value_list retval;
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	175 octave_value arg = args(0);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	176
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	177 octave_idx_type nr = arg.rows ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	178 octave_idx_type nc = arg.columns ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	179
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	180 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	181
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	182 if (arg_is_empty < 0)
20941 a4f5da7c5463 maint: Replace "octave_value_list ()" with "ovl ()". Rik <rik@octave.org> parents: 20940 diff changeset	183 return ovl ();
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)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	185 return octave_value (Matrix ());
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	186
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	187 if (arg.is_sparse_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	188 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	189 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	190 bool natural = (nargout != 3);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	191 bool force = nargout > 1;
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	192
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	193 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	194 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	195 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	196
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	197 SparseCHOL fact (m, info, natural, force);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	198
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	199 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	200 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	201 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	202 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	203 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	204 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	205 }
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	206
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	207 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	208 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	209 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	210 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	211 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	212 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	213 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	214 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	215 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	216 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	217 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	218 else if (arg.is_complex_type ())
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 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	221
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	222 SparseComplexCHOL fact (m, info, natural, force);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	223
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	224 if (nargout == 3)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	225 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	226 if (vecout)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	227 retval(2) = fact.perm ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	228 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	229 retval(2) = fact.Q ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	230 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	231
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	232 if (nargout >= 2 \|\| info == 0)
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	233 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	234 retval(1) = info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	235 if (LLt)
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	236 retval(0) = fact.L ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	237 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	238 retval(0) = fact.R ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	239 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	240 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	241 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	242 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	243 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	244 gripe_wrong_type_arg ("chol", arg);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	245 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	246 else if (arg.is_single_type ())
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 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	249 {
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	250 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	251
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	252 octave_idx_type info;
7789 82be108cc558 First attempt at single precision tyeps David Bateman <dbateman@free.fr> parents: 7700 diff changeset	253
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	254 FloatCHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	255 fact = FloatCHOL (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	256
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	257 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	258 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	259 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	260 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	261 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	262 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	263 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	264 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	265
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	266 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	267
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	268 FloatComplexCHOL fact;
20626 9fb8133288e8 chol: Support chol(a, "lower") for complex float types (bug #34850) Mike Miller <mtmiller@octave.org> parents: 20579 diff changeset	269 fact = FloatComplexCHOL (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
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	277 gripe_wrong_type_arg ("chol", arg);
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
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	287 CHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	288 fact = CHOL (m, info, LLt != true);
7515 f3c00dc0912b Eliminate the rest of the dispatched sparse functions David Bateman <dbateman@free.fr> parents: 7017 diff changeset	289
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	290 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	291 retval = ovl (get_chol (fact), info);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	292 else
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	293 error ("chol: input matrix must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	294 }
20559 0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	295 else if (arg.is_complex_type ())
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	296 {
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	297 ComplexMatrix m = arg.complex_matrix_value ();
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	298
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	299 octave_idx_type info;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	300
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	301 ComplexCHOL fact;
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	302 fact = ComplexCHOL (m, info, LLt != true);
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	303
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	304 if (nargout == 2 \|\| info == 0)
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	305 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	306 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	307 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	308 }
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	309 else
0650b8431037 eliminate more simple uses of error_state John W. Eaton <jwe@octave.org> parents: 20462 diff changeset	310 gripe_wrong_type_arg ("chol", arg);
2928 295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	311 }
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 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	314 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe] jwe parents: diff changeset	315
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	316 /*
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	317 %!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	318 %!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	319 %!testif HAVE_CHOLMOD
18845 161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	320 %! ## Bug #42587
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	321 %! 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	322 %! [Q, p] = chol (A);
161b11e7da2d Return error code from sparse chol factorization (bug #42587). Rik <rik@octave.org> parents: 17861 diff changeset	323 %! 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	324
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	325 %!error chol ()
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	326 %!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	327 %!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	328 %!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	329 %!error <optional argument must be one of "vector", "lower"> chol (1, "foobar")
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	330 */
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	331
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	332 DEFUN_DLD (cholinv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	333 "-- 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	334 @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	335 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	336 the Cholesky@tie{}factorization.\n\
11553 01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	337 @seealso{chol, chol2inv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	338 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	339 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	340 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	341 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	342
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	343 octave_value retval;
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	344 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	345
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	346 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	347 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	348
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	349 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	350 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	351 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	352 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	353 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	354 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	355 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	356
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	357 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	358 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	359 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	360
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	361 SparseCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	362
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	363 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	364 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	365 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	366 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	367 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	368 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	369 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	370 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	371
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	372 SparseComplexCHOL chol (m, info);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	373
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	374 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	375 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	376 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	377 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	378 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	379 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	380 gripe_wrong_type_arg ("cholinv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	381 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	382 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	383 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	384 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	385 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	386 FloatMatrix m = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	387
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	388 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	389 FloatCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	390 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	391 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	392 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	393 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	394 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	395 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	396 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	397 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	398
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	399 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	400 FloatComplexCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	401 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	402 retval = chol.inverse ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	403 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	404 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	405 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	406 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	407 gripe_wrong_type_arg ("chol", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	408 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	409 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	410 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	411 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	412 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	413 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	414
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	415 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	416 CHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	417 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	418 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	419 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	420 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	421 }
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	422 else if (arg.is_complex_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	423 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	424 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	425
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	426 octave_idx_type info;
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	427 ComplexCHOL chol (m, info);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	428 if (info == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	429 retval = chol.inverse ();
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	430 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	431 error ("cholinv: A must be positive definite");
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	432 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	433 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	434 gripe_wrong_type_arg ("chol", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	435 }
5340 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
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	438 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	439 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	440
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	441 /*
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	442 %!shared A, Ainv
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	443 %! 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	444 %! Ainv = inv (A);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	445 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	446 %! Ainv1 = cholinv (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	447 %! assert (norm (Ainv-Ainv1), 0, 1e-10);
8871 fb1c929dbbb7 tests vs. 64-bit indexing John W. Eaton <jwe@octave.org> parents: 8562 diff changeset	448 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	449 %! Ainv2 = inv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	450 %! 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	451 %!testif HAVE_CHOLMOD
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	452 %! Ainv3 = cholinv (sparse (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	453 %! assert (norm (Ainv-Ainv3), 0, 1e-10);
8402 2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	454 */
2176f2b4599e Fix sparse cholesky inversion David Bateman <dbateman@free.fr> parents: 8284 diff changeset	455
5760 8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe] jwe parents: 5448 diff changeset	456 DEFUN_DLD (chol2inv, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	457 "-- 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	458 @deftypefn {} {} chol2inv (@var{U})\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	459 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	460 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	461 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	462 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	463 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	464 @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	465 @seealso{chol, cholinv, inv}\n\
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	466 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	467 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	468 if (args.length () != 1)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	469 print_usage ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	470
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	471 octave_value retval;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	472
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	473 octave_value arg = args(0);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	474
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	475 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	476 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	477
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	478 if (nr == 0 \|\| nc == 0)
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	479 retval = Matrix ();
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	480 else
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	481 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	482 if (arg.is_sparse_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	483 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	484 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	485 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	486 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	487
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	488 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	489 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	490 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	491 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	492 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	493
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	494 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	495 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	496 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	497 gripe_wrong_type_arg ("chol2inv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	498 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	499 else if (arg.is_single_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	500 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	501 if (arg.is_real_type ())
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	502 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	503 FloatMatrix r = arg.float_matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	504
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	505 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	506 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	507 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	508 {
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	509 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	510
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	511 retval = chol2inv (r);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	512 }
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	513 else
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	514 gripe_wrong_type_arg ("chol2inv", arg);
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	515
c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	516 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	517 else
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	518 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	519 if (arg.is_real_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	520 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	521 Matrix r = arg.matrix_value ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	522
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	523 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	524 }
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	525 else if (arg.is_complex_type ())
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	526 {
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	527 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	528
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	529 retval = chol2inv (r);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	530 }
40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	531 else
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	532 gripe_wrong_type_arg ("chol2inv", arg);
10154 40dfc0c99116 DLD-FUNCTIONS/.cc: untabify John W. Eaton <jwe@octave.org>* parents: 9862 diff changeset	533 }
5340 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
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	536 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	537 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	538
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	539 DEFUN_DLD (cholupdate, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	540 "-- 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	541 @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	542 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	543 \n\
075a5e2e1ba5 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19864 diff changeset	544 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	545 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	546 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	547 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	548 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	549 @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	550 if @var{op} is @qcode{\"+\"}\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	551 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	552 @item\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	553 @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	554 if @var{op} is @qcode{\"-\"}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	555 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	556 \n\
17281 bc924baa2c4e doc: Add new @qcode macro for code samples which are quoted. Rik <rik@octave.org> parents: 16920 diff changeset	557 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	558 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	559 @itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	560 @item 0 if the downdate was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	561 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	562 @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	563 \n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	564 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	565 @end itemize\n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	566 \n\
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	567 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	568 @seealso{chol, cholinsert, choldelete, cholshift}\n\
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	569 @end deftypefn")
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	570 {
20816 b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type. Rik <rik@octave.org> parents: 20812 diff changeset	571 int nargin = args.length ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	572
20898 8da80da1ac37 maint: Use ovl() more places in the code. Rik <rik@octave.org> parents: 20863 diff changeset	573 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	574 print_usage ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	575
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	576 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	577 octave_value argu = args(1);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	578
20851 0828bf20d105 maint: Refactor C++ calls to print_usage to resemble m-files (2015 code sprint) Mike Miller <mtmiller@octave.org> parents: 20818 diff changeset	579 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	580 \|\| (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	581 print_usage ();
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	582
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	583 octave_value_list retval (nargout == 2 ? 2 : 1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	584
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	585 octave_idx_type n = argr.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	586
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	587 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	588
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	589 bool down = (op == "-");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	590
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	591 if (! down && op != "+")
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	592 error ("cholupdate: OP must be \"+\" or \"-\"");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	593
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	594 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	595 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	596
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	597 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	598 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	599 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	600 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	601 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	602 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	603 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	604 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	605
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	606 FloatCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	607 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	608
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	609 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	610 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	611 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	612 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	613
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	614 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	615 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	616 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	617 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	618 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	619 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	620 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	621 argu.float_complex_column_vector_value ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	622
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	623 FloatComplexCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	624 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	625
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	626 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	627 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	628 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	629 fact.update (u);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	630
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	631 retval = ovl (get_chol_r (fact));
20863 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 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	634 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	635 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	636 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	637 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	638 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	639 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	640 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	641
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	642 CHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	643 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	644
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	645 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	646 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	647 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	648 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	649
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	650 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	651 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	652 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	653 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	654 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	655 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	656 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	657
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	658 ComplexCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	659 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	660
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	661 if (down)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	662 err = fact.downdate (u);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	663 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	664 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	665
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	666 retval = ovl (get_chol_r (fact));
20863 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
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	670 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	671 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	672 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	673 error ("cholupdate: downdate violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	674 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	675 error ("cholupdate: singular matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	676
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	677 return retval;
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
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	680 /*
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	681 %!shared A, u, Ac, uc
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	682 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	683 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	684 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	685 %! -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	686 %!
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	687 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	688 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	689 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	690 %! 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	691 %! 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	692 %! -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	693 %! 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	694 %! -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	695 %!
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	696 %! 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	697 %! 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	698 %! 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	699 %! 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	700
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	701 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	702 %! R = chol (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	703 %! R1 = cholupdate (R, u);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	704 %! 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	705 %! 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	706 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	707 %! R1 = cholupdate (R1, u, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	708 %! 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	709 %! 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	710
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	711 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	712 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	713 %! R1 = cholupdate (R, uc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	714 %! 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	715 %! 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	716 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	717 %! R1 = cholupdate (R1, uc, "-");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	718 %! 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	719 %! 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	720
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	721 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	722 %! R = chol (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	723 %! 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	724 %! 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	725 %! 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	726 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	727 %! 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	728 %! 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	729 %! 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	730
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	731 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	732 %! R = chol (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	733 %! 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	734 %! 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	735 %! 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	736 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	737 %! 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	738 %! 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	739 %! assert (norm (R1 - R, Inf) < 2e1*eps ("single"));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	740 */
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7515 diff changeset	741
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	742 DEFUN_DLD (cholinsert, args, nargout,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	743 "-- 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	744 @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	745 @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	746 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	747 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	748 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	749 @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	750 @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	751 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	752 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	753 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	754 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	755 @item 0 if the insertion was successful,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	756 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	757 @item 1 if @var{A1} is not positive definite,\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	758 \n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	759 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	760 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	761 \n\
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	762 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	763 @seealso{chol, cholupdate, choldelete, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	764 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	765 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	766 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	767 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	768
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	769 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	770 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	771 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	772
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	773 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	774 \|\| ! 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	775 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	776
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	777 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	778 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	779
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	780 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	781 error ("cholinsert: dimension mismatch between R and U");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	782
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	783 if (j < 1 \|\| j > n+1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	784 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	785
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	786 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	787
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	788 int err = 0;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	789 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	790 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	791 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	792 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	793 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	794 FloatMatrix R = argr.float_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	795 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	796
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	797 FloatCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	798 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	799 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	800
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	801 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	802 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	803 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	804 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	805 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	806 FloatComplexMatrix R = argr.float_complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	807 FloatComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	808 argu.float_complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	809
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	810 FloatComplexCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	811 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	812 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	813
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	814 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	815 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	816 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	817 else
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	818 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	819 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	820 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	821 // real case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	822 Matrix R = argr.matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	823 ColumnVector u = argu.column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	824
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	825 CHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	826 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	827 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	828
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	829 retval = ovl (get_chol_r (fact));
20863 e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	830 }
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	831 else
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	832 {
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	833 // complex case
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	834 ComplexMatrix R = argr.complex_matrix_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	835 ComplexColumnVector u =
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	836 argu.complex_column_vector_value ();
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	837
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	838 ComplexCHOL fact;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	839 fact.set (R);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	840 err = fact.insert_sym (u, j-1);
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	841
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	842 retval = ovl (get_chol_r (fact));
20863 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
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	846 if (nargout > 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	847 retval(1) = err;
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	848 else if (err == 1)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	849 error ("cholinsert: insertion violates positiveness");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	850 else if (err == 2)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	851 error ("cholinsert: singular matrix");
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	852 else if (err == 3)
e81276e8f481 2015 Code Sprint: chol.cc: use ovl(). Rik <rik@octave.org> parents: 20853 diff changeset	853 error ("cholinsert: diagonal element must be real");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	854
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	855 return retval;
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 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	859 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	860 %! 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	861 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	862 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	863 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	864 %! 0.45266 ];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	865 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	866 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	867 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	868 %! 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	869 %! 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	870 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	871 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	872 %! 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	873 %! 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	874
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	875 %!test
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	876 %! 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	877 %! 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	878 %! 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	879 %! -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	880 %! 0.45266 + 0.50020i];
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	881 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	882 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	883 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	884 %! 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	885 %! 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	886 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	887 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	888 %! 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	889 %! 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	890
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	891 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	892 %! 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	893 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	894 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	895 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	896 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	897 %!
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	898 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	899 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	900 %! 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	901 %! 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	902 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	903 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	904 %! 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	905 %! 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	906
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	907 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	908 %! 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	909 %! 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	910 %! 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	911 %! -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	912 %! 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	913 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	914 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	915 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	916 %! 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	917 %! 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	918 %! A1 = R1'*R1;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	919 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	920 %! 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	921 %! 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	922
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	923 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	924 %! 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	925 %! 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	926 %! assert (cu, cl', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	927
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	928 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	929 %! cca = chol (Ac);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	930 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	931 %! ccal = chol (Ac, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	932 %! 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	933 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	934 %! ccau = chol (Ac, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	935 %! 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	936 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	937 %! 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	938 %! 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	939 %! 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	940 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	941 %! assert (cca, ccal', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	942 %! assert (cca, ccau, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	943 %! assert (cca, ccal2', eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	944 %! assert (cca, ccau2, eps);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	945
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	946 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	947 %! cca = chol (single (Ac));
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	948 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	949 %! 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	950 %! 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	951 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	952 %! 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	953 %! 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	954 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	955 %! 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	956 %! 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	957 %! 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	958 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	959 %! 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	960 %! 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	961 %! 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	962 %! 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	963
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	964 %!test
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	965 %! 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	966 %! 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	967 %! 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	968 %! 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	969 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	970 %! 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	971 %! -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	972 %! -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	973 %! -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	974 %!
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	975 %! ca = a + i*b;
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	976 %!
13953 642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	977 %! cca = chol (ca);
642e43164af6 fix behavior of chol (..., 'lower') to be compatible with matlab Carlo de Falco <kingcrimson@tiscali.it> parents: 13915 diff changeset	978 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	979 %! ccal = chol (ca, "lower");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	980 %! 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	981 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	982 %! ccau = chol (ca, "upper");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	983 %! 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	984 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	985 %! 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	986 %! 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	987 %! 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	988 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	989 %! 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	990 %! 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	991 %! 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	992 %! assert (cca, ccau2, 16*eps);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	993 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	994
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	995 DEFUN_DLD (choldelete, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	996 "-- 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	997 @deftypefn {} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840 89f4d7e294cc Grammarcheck .cc files Rik <octave@nomad.inbox5.com> parents: 10410 diff changeset	998 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	999 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	1000 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	1001 @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	1002 @seealso{chol, cholupdate, cholinsert, cholshift}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1003 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1004 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1005 if (args.length () != 2)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1006 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1007
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1008 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1009 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1010
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	1011 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	1012 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1013
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	1014 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	1015 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	1016
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1017 if (argr.columns () != n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1018 error ("choldelete: matrix R must be square");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1019
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1020 if (j < 0 && j > n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1021 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	1022
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1023 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1024
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1025 if (argr.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1026 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1027 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1028 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1029 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1030 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	1031
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1032 FloatCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1033 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1034 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	1035
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1036 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1037 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1038 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1039 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1040 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1041 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1042
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1043 FloatComplexCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1044 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1045 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1046
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1047 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1048 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1049 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1050 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1051 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1052 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1053 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1054 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1055 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1056
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1057 CHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1058 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1059 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1060
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1061 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1062 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1063 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1064 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1065 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1066 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1067
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1068 ComplexCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1069 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1070 fact.delete_sym (j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1071
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1072 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1073 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1074 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1075
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1076 return retval;
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 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1080 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1081 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1082 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1083 %! 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	1084 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1085 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1086 %! 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	1087 %! 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	1088
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1089 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1090 %! R = chol (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1091 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1092 %! 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	1093 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1094 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1095 %! 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	1096 %! 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	1097
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1098 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1099 %! R = chol (single (A));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1100 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1101 %! 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	1102 %! R1 = choldelete (R, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1103 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1104 %! 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	1105 %! 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	1106
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1107 %!test
14854 5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory Rik <octave@nomad.inbox5.com> parents: 14846 diff changeset	1108 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1109 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1110 %! 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	1111 %! R1 = choldelete (R,j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1112 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1113 %! 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	1114 %! 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	1115 */
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1116
7924 4976f66d469b miscellaneous cleanup John W. Eaton <jwe@octave.org> parents: 7814 diff changeset	1117 DEFUN_DLD (cholshift, args, ,
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1118 "-- 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	1119 @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	1120 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	1121 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	1122 triangular, return the Cholesky@tie{}factorization of\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1123 @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	1124 @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	1125 or @*\n\
9064 7c02ec148a3c Check grammar on all .cc files Rik <rdrider0-list@yahoo.com> parents: 8880 diff changeset	1126 @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	1127 \n\
16920 53eaa83e4181 doc: Add seealso links between various factorization forms. Rik <rik@octave.org> parents: 15264 diff changeset	1128 @seealso{chol, cholupdate, cholinsert, choldelete}\n\
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1129 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1130 {
20818 cef0448a6ed2 eliminate unnecessary uses of nargin John W. Eaton <jwe@octave.org> parents: 20816 diff changeset	1131 if (args.length () != 3)
20790 c2d9556d51d0 eliminate return statements after calls to print_usage John W. Eaton <jwe@octave.org> parents: 20711 diff changeset	1132 print_usage ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1133
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1134 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1135 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1136 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1137
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	1138 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	1139 \|\| ! 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	1140 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	1141
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 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	1143 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	1144 octave_idx_type j = argj.scalar_value ();
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1145
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1146 if (argr.columns () != n)
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1147 error ("cholshift: R must be a square matrix");
7814 87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1148
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1149 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	1150 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	1151
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1152 octave_value_list retval;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1153
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1154 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	1155 && argj.is_single_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1156 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1157 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1158 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1159 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1160 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	1161
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1162 FloatCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1163 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1164 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	1165
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1166 retval = ovl (get_chol_r (fact));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1167 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1168 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1169 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1170 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1171 FloatComplexMatrix R = argr.float_complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1172
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1173 FloatComplexCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1174 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1175 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1176
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1177 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1178 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1179 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1180 else
20939 b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1181 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1182 if (argr.is_real_type ())
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1183 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1184 // real case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1185 Matrix R = argr.matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1186
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1187 CHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1188 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1189 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1190
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1191 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1192 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1193 else
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1194 {
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1195 // complex case
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1196 ComplexMatrix R = argr.complex_matrix_value ();
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1197
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1198 ComplexCHOL fact;
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1199 fact.set (R);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1200 fact.shift_sym (i-1, j-1);
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1201
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1202 retval = ovl (get_chol_r (fact));
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1203 }
b17fda023ca6 maint: Use new C++ archetype in more files. Rik <rik@octave.org> parents: 20898 diff changeset	1204 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1205
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1206 return retval;
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 /*
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1210 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1211 %! R = chol (A);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1212 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1213 %! 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	1214 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1215 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1216 %! 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	1217 %! 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	1218 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1219 %! 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	1220 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1221 %!
14854 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 (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	1223 %! 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	1224
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1225 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1226 %! R = chol (Ac);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1227 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1228 %! 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	1229 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1230 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1231 %! 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	1232 %! 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	1233 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1234 %! 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	1235 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1236 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1237 %! 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	1238 %! 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	1239
87865ed7405f Second set of single precision test code and fix of resulting bugs David Bateman <dbateman@free.fr> parents: 7789 diff changeset	1240 %!test
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1241 %! R = chol (single (A));
17787 175b392e91fe Use GNU style coding conventions for code in libinterp/ Rik <rik@octave.org> parents: 17744 diff changeset	1242 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1243 %! 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	1244 %! 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	1245 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1246 %! 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	1247 %! 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	1248 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1249 %! 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	1250 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1251 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1252 %! 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	1253 %! 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	1254
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1255 %!test
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1256 %! R = chol (single (Ac));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1257 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1258 %! 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	1259 %! 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	1260 %!
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1261 %! 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	1262 %! 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	1263 %!
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7650 diff changeset	1264 %! 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	1265 %! R1 = cholshift (R, i, j);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11553 diff changeset	1266 %!
14501 60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions. Rik <octave@nomad.inbox5.com> parents: 14361 diff changeset	1267 %! 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	1268 %! 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	1269 */

Mercurial > octave

annotate libinterp/dldfcn/chol.cc @ 20941:a4f5da7c5463