octave: liboctave/numeric/chol.cc annotate

annotate liboctave/numeric/chol.cc @ 21724:aba2e6293dd8

use "#if ..." consistently instead of "#ifdef" and "#ifndef" * configure.ac, Doxyfile.in, make_int.cc, Backend.cc, BaseControl.cc, ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc, EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc, ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc, ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc, PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc, SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc, ToggleTool.cc, ToolBar.cc, __init_qt__.cc, annotation-dialog.cc, gl-select.cc, module.mk, color-picker.cc, dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc, find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc, liboctgui-build-info.in.cc, file-editor-tab.cc, file-editor.cc, find-dialog.cc, marker.cc, marker.h, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc, octave-cmd.cc, octave-dock-widget.cc, octave-gui.cc, octave-interpreter.cc, octave-qt-link.cc, parser.cc, webinfo.cc, resource-manager.cc, settings-dialog.cc, shortcut-manager.cc, terminal-dock-widget.cc, thread-manager.cc, welcome-wizard.cc, workspace-model.cc, workspace-view.cc, build-env.in.cc, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, cdisplay.c, cdisplay.h, cellfun.cc, coct-hdf5-types.c, colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, defaults.in.h, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, gripes.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc, lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex.cc, mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stdstrm.h, oct-stream.cc, oct-strstrm.cc, oct-tex-lexer.in.ll, oct-tex-parser.in.yy, octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc, psi.cc, pt-jit.cc, pt-jit.h, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sighandlers.h, siglist.c, siglist.h, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, text-renderer.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, xdiv.cc, xgl2ps.c, xnorm.cc, xpow.cc, zfstream.cc, zfstream.h, __delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, liboctinterp-build-info.in.cc, mkbuiltins, mkops, ov-base.cc, ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc, ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ovl.cc, octave.cc, octave.h, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cdm-cm.cc, op-cdm-dm.cc, op-cdm-m.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cdm.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-dm.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-cdm.cc, op-dm-cm.cc, op-dm-dm.cc, op-dm-m.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fcm.cc, op-fcdm-fdm.cc, op-fcdm-fm.cc, op-fcm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fdm.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fcdm.cc, op-fdm-fcm.cc, op-fdm-fdm.cc, op-fdm-fm.cc, op-float-conv.cc, op-fm-fcdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fdm.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc, op-m-cdm.cc, op-m-cm.cc, op-m-cs.cc, op-m-dm.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, lex.ll, oct-parse.in.yy, pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc, pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc, token.cc, Array-jit.cc, Array-tc.cc, version.cc, Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dim-vector.cc, dim-vector.h, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, Faddeeva.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, lo-error.h, quit.cc, quit.h, liboctave-build-info.in.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc, eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc, lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc, qr.cc, qrp.cc, randmtzig.cc, randpoisson.cc, schur.cc, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc, mk-ops.awk, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-ieee.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-edit.h, oct-rl-hist.c, oct-rl-hist.h, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, acinclude.m4, display-available.c, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-build-info.in.cc, octave-config.in.cc, shared-fcns.h: Use "#if ..." consistently instead of "#ifdef" and "#ifndef".

author	John W. Eaton <jwe@octave.org>
date	Tue, 17 May 2016 12:09:30 -0400
parents	40de9f8f23a6
children	59cadee1c74b

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17769 diff changeset	3 Copyright (C) 1994-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11518 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 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: 6486 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	11 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 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: 6486 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	24 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21285 diff changeset	25 # include "config.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	28 #include <vector>
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	29
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	30 #include "CColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	31 #include "CMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	32 #include "CRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	33 #include "chol.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	34 #include "dColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	35 #include "dMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	36 #include "dRowVector.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	37 #include "f77-fcn.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	38 #include "fCColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	39 #include "fCMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	40 #include "fCRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	41 #include "fColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	42 #include "fMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	43 #include "fRowVector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	44 #include "lo-error.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	45 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	46 #include "oct-norm.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	47
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	48 #if ! defined (HAVE_QRUPDATE)
21285 d3b265a83adc make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21270 diff changeset	49 # include "qr.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	50 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	51
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	52 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	53 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	54 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	55 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	56 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	57 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	58 F77_CHAR_ARG_LEN_DECL);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	59
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	60 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	61 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	62 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	63 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	64 F77_CHAR_ARG_LEN_DECL);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	65
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	66 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	67 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	68 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	69 const octave_idx_type&, const double&,
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	70 double&, double, octave_idx_type,
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	71 octave_idx_type&
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	72 F77_CHAR_ARG_LEN_DECL);
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	73 #if defined (HAVE_QRUPDATE)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	74
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	75 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	76 F77_FUNC (dch1up, DCH1UP) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	77 const octave_idx_type&, double, double);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	78
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	79 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	80 F77_FUNC (dch1dn, DCH1DN) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	81 const octave_idx_type&, double, double,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	82 octave_idx_type&);
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	83
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	84 F77_RET_T
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	85 F77_FUNC (dchinx, DCHINX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	86 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	87 double, double, octave_idx_type&);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	88
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	89 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	90 F77_FUNC (dchdex, DCHDEX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	91 const octave_idx_type&, const octave_idx_type&,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	92 double*);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	93
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	94 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	95 F77_FUNC (dchshx, DCHSHX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	96 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	97 const octave_idx_type&, double*);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	98 #endif
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	99
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	100 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	101 F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	102 const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	103 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	104 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	105
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	106 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	107 F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	108 const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	109 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	110 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	111
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	112 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	113 F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	114 const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	115 const octave_idx_type&, const float&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	116 float&, float, octave_idx_type,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	117 octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	118 F77_CHAR_ARG_LEN_DECL);
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	119 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	120
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	121 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	122 F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	123 const octave_idx_type&, float, float);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	124
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	125 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	126 F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	127 const octave_idx_type&, float, float,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	128 octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	129
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	130 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	131 F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	132 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	133 float, float, octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	134
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	135 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	136 F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	137 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	138 float*);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	139
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	140 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	141 F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	142 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	143 const octave_idx_type&, float*);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	144 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	145
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	146 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	147 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	148 const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	149 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	150 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	151 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	152 F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	153 const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	154 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	155 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	156
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	157 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	158 F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	159 const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	160 const octave_idx_type&, const double&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	161 double&, Complex, double, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	162 F77_CHAR_ARG_LEN_DECL);
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	163 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	164
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	165 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	166 F77_FUNC (zch1up, ZCH1UP) (const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	167 const octave_idx_type&, Complex, double);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	168
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	169 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	170 F77_FUNC (zch1dn, ZCH1DN) (const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	171 const octave_idx_type&, Complex, double,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	172 octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	173
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	174 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	175 F77_FUNC (zchinx, ZCHINX) (const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	176 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	177 Complex, double, octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	178
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	179 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	180 F77_FUNC (zchdex, ZCHDEX) (const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	181 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	182 double*);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	183
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	184 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	185 F77_FUNC (zchshx, ZCHSHX) (const octave_idx_type&, Complex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	186 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	187 const octave_idx_type&, Complex, double);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	188 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	189
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	190 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	191 F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	192 const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	193 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	194 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	195 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	196 F77_FUNC (cpotri, CPOTRI) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	197 const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	198 const octave_idx_type&, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	199 F77_CHAR_ARG_LEN_DECL);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	200
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	201 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	202 F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	203 const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	204 const octave_idx_type&, const float&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	205 float&, FloatComplex, float, octave_idx_type&
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	206 F77_CHAR_ARG_LEN_DECL);
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	207 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	208
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	209 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	210 F77_FUNC (cch1up, CCH1UP) (const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	211 const octave_idx_type&, FloatComplex, float);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	212
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	213 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	214 F77_FUNC (cch1dn, CCH1DN) (const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	215 const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	216 float*, octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	217
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	218 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	219 F77_FUNC (cchinx, CCHINX) (const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	220 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	221 FloatComplex, float, octave_idx_type&);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	222
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	223 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	224 F77_FUNC (cchdex, CCHDEX) (const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	225 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	226 float*);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	227
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	228 F77_RET_T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	229 F77_FUNC (cchshx, CCHSHX) (const octave_idx_type&, FloatComplex*,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	230 const octave_idx_type&, const octave_idx_type&,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	231 const octave_idx_type&, FloatComplex, float);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	232 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	233 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	234
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	235 static Matrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	236 chol2inv_internal (const Matrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	237 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	238 Matrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	239
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	240 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	241 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	242
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	243 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	244 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	245
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	246 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	247 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	248
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	249 Matrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	250 double *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	251
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	252 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	253 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	254 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	255 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	256 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	257 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	258 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	259 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	260 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	261 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	262
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	263 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	264 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	265
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	266 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	267 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	268 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	269 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	270 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	271 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	272 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	273 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	274 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	275 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	276 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	277
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	278 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	279 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	280
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	281 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	282 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	283
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	284 static FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	285 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	286 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	287 FloatMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	288
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	289 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	290 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	291
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	292 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	293 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	294
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	295 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	296 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	297
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	298 FloatMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	299 float *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	300
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	301 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	302 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	303 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	304 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	305 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	306 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	307 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	308 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	309 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	310 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	311
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	312 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	313 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	314
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	315 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	316 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	317 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	318 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	319 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	320 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	321 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	322 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	323 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	324 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	325 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	326
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	327 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	328 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	329
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	330 return retval;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	331 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	332
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	333 static ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	334 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	335 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	336 ComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	337
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	338 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	339 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	340
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	341 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	342 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	343
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	344 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	345 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	346
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	347 ComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	348
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	349 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	350 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	351 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	352 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	353 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	354 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	355 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	356 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	357
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	358 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	359 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	360
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	361 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	362 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	363 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	364 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	365 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	366 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	367 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	368 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	369 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	370 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	371 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	372
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	373 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	374
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	375 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	376 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	377
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	378 static FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	379 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	380 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	381 FloatComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	382
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	383 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	384 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	385
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	386 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	387 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	388
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	389 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	390 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	391
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	392 FloatComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	393
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	394 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	395 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	396 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	397 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	398 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	399 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	400 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	401 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	402
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	403 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	404 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	405
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	406 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	407 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	408 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	409 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	410 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	411 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	412 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	413 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	414 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	415 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	416 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	417
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	418 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	419
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	420 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	421 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	422
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	423 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	424 T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	425 chol2inv (const T& r)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	426 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	427 return chol2inv_internal (r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	428 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	429
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	430 // Compute the inverse of a matrix using the Cholesky factorization.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	431 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	432 T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	433 chol<T>::inverse (void) const
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	434 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	435 return chol2inv_internal (chol_mat, is_upper);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	436 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	437
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	438 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	439 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	440 chol<T>::set (const T& R)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	441 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	442 if (! R.is_square ())
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	443 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	444
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	445 chol_mat = R;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	446 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	447
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	448 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	449
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	450 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	451 void
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	452 chol<T>::update (const VT& u)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	453 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	454 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	455
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	456 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	457
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	458 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	459 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	460
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	461 init (chol_mat.hermitian () * chol_mat + T (u) * T (u).hermitian (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	462 true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	463 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	464
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	465 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	466 static bool
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	467 singular (const T& a)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	468 {
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	469 static typename T::element_type zero (0);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	470 for (octave_idx_type i = 0; i < a.rows (); i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	471 if (a(i,i) == zero) return true;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	472 return false;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	473 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	474
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	475 template <typename T>
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	476 octave_idx_type
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	477 chol<T>::downdate (const VT& u)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	478 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	479 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	480
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	481 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	482
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	483 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	484
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	485 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	486 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	487
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	488 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	489 info = 2;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	490 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	491 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	492 info = init (chol_mat.hermitian () * chol_mat
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	493 - T (u) * T (u).hermitian (), true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	494 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	495 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	496
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	497 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	498 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	499
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	500 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	501 octave_idx_type
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	502 chol<T>::insert_sym (const VT& u, octave_idx_type j)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	503 {
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	504 static typename T::element_type zero (0);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	505
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	506 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	507
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	508 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	509
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	510 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	511
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	512 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	513 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	514 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	515 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	516
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	517 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	518 info = 2;
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	519 else if (imag (u(j)) != zero)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	520 info = 3;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	521 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	522 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	523 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	524 T a1 (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	525 for (octave_idx_type k = 0; k < n+1; k++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	526 for (octave_idx_type l = 0; l < n+1; l++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	527 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	528 if (l == j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	529 a1(k, l) = u(k);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	530 else if (k == j)
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	531 a1(k, l) = conj (u(l));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	532 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	533 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	534 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	535 info = init (a1, true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	536 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	537 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	538
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	539 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	540 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	541
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	542 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	543 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	544 chol<T>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	545 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	546 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	547
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	548 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	549
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	550 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	551 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	552
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	553 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	554 a.delete_elements (1, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	555 a.delete_elements (0, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	556 init (a, true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	557 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	558
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	559 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	560 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	561 chol<T>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	562 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	563 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	564
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	565 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	566
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	567 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	568 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	569
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	570 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	571 Array<octave_idx_type> p (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	572 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	573 if (i < j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	574 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	575 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	576 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	577 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	578 else if (j < i)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	579 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	580 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	581 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	582 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	583
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	584 init (a.index (idx_vector (p), idx_vector (p)), true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	585 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	586
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	587 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	588
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	589 // Specializations.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	590
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	591 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	592 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	593 chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	594 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	595 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	596 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	597
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	598 if (a_nr != a_nc)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	599 (*current_liboctave_error_handler) ("chol: requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	600
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	601 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	602 octave_idx_type info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	603
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	604 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	605
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	606 chol_mat.clear (n, n);
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	607 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	608 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	609 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	610 for (octave_idx_type i = 0; i <= j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	611 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	612 for (octave_idx_type i = j+1; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	613 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	614 }
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	615 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	616 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	617 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	618 for (octave_idx_type i = 0; i < j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	619 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	620 for (octave_idx_type i = j; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	621 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	622 }
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	623 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	624
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	625 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	626 double anorm = 0;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	627 if (calc_cond)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	628 anorm = xnorm (a, 1);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	629
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	630 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	631 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	632 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	633 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	634 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	635 F77_CHAR_ARG_LEN (1)));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	636
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	637 xrcond = 0.0;
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	638 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	639 chol_mat.resize (info - 1, info - 1);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	640 else if (calc_cond)
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	641 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	642 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	643
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	644 // Now calculate the condition number for non-singular matrix.
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	645 Array<double> z (dim_vector (3*n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	646 double *pz = z.fortran_vec ();
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	647 Array<octave_idx_type> iz (dim_vector (n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	648 octave_idx_type *piz = iz.fortran_vec ();
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	649 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	650 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	651 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	652 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	653 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	654 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	655 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	656 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	657
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	658 if (dpocon_info != 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	659 info = -1;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	660 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	661
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	662 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	663 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	664
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	665 #if defined (HAVE_QRUPDATE)
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	666
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	667 template <>
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	668 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	669 chol<Matrix>::update (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	670 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	671 octave_idx_type n = chol_mat.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	672
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	673 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	674 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	675
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	676 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	677
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	678 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	679
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	680 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	681 utmp.fortran_vec (), w));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	682 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	683
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	684 template <>
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	685 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	686 chol<Matrix>::downdate (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	687 {
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	688 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	689
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	690 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	691
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	692 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	693 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	694
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	695 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	696
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	697 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	698
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	699 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	700 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	701
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	702 return info;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	703 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	704
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	705 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	706 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	707 chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	708 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	709 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	710
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	711 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	712
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	713 if (u.numel () != n + 1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	714 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	715 if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	716 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	717
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	718 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	719
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	720 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	721
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	722 chol_mat.resize (n+1, n+1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	723
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	724 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	725 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	726
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	727 return info;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	728 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	729
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	730 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	731 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	732 chol<Matrix>::delete_sym (octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	733 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	734 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	735
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	736 if (j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	737 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	738
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	739 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	740
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	741 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	742 j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	743
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	744 chol_mat.resize (n-1, n-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	745 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	746
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	747 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	748 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	749 chol<Matrix>::shift_sym (octave_idx_type i, octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	750 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	751 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	752
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	753 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	754 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	755
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	756 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	757
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	758 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	759 i + 1, j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	760 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	761
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	762 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	763
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	764 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	765 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	766 chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	767 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	768 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	769 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	770
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	771 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	772 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	773
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	774 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	775 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	776
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	777 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	778
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	779 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	780 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	781 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	782 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	783 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	784 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	785 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	786 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	787 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	788 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	789 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	790 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	791 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	792 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	793 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	794 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	795 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	796 float *h = chol_mat.fortran_vec ();
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	797
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	798 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	799 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	800 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	801 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	802
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	803 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	804 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	805 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	806 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	807 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	808 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	809
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	810 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	811 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	812 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	813 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	814 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	815 octave_idx_type spocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	816
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	817 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	818 Array<float> z (dim_vector (3*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	819 float *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	820 Array<octave_idx_type> iz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	821 octave_idx_type *piz = iz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	822 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	823 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	824 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	825 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	826 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	827 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	828 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	829 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	830
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	831 if (spocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	832 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	833 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	834
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	835 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	836 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	837
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	838 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	839
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	840 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	841 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	842 chol<FloatMatrix>::update (const FloatColumnVector& u)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	843 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	844 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	845
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	846 if (u.numel () != n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	847 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	848
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	849 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	850
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	851 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	852
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	853 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	854 utmp.fortran_vec (), w));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	855 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	856
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	857 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	858 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	859 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	860 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	861 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	862
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	863 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	864
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	865 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	866 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	867
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	868 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	869
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	870 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	871
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	872 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	873 utmp.fortran_vec (), w, info));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	874
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	875 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	876 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	877
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	878 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	879 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	880 chol<FloatMatrix>::insert_sym (const FloatColumnVector& u, octave_idx_type j)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	881 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	882 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	883
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	884 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	885
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	886 if (u.numel () != n + 1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	887 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	888 if (j < 0 \|\| j > n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	889 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	890
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	891 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	892
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	893 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	894
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	895 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	896
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	897 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	898 j + 1, utmp.fortran_vec (), w, info));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	899
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	900 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	901 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	902
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	903 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	904 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	905 chol<FloatMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	906 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	907 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	908
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	909 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	910 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	911
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	912 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	913
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	914 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	915 j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	916
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	917 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	918 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	919
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	920 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	921 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	922 chol<FloatMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	923 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	924 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	925
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	926 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	927 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	928
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	929 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	930
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	931 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	932 i + 1, j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	933 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	934
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	935 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	936
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	937 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	938 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	939 chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	940 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	941 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	942 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	943
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	944 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	945 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	946
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	947 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	948 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	949
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	950 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	951
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	952 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	953 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	954 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	955 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	956 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	957 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	958 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	959 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	960 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	961 else
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	962 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	963 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	964 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	965 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	966 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	967 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	968 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	969 Complex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	970
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	971 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	972 double anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	973 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	974 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	975
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	976 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	977 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	978 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	979 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	980 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	981 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	982
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	983 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	984 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	985 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	986 else if (calc_cond)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	987 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	988 octave_idx_type zpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	989
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	990 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	991 Array<Complex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	992 Complex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	993 Array<double> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	994 double *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	995 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	996 n, anorm, xrcond, pz, prz, zpocon_info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	997 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	998
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	999 if (zpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1000 info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1001 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1002
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1003 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1004 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1005
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1006 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1007
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1008 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1009 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1010 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1011 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1012 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1013
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1014 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1015 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1016
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1017 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1018
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1019 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1020
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1021 F77_XFCN (zch1up, ZCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1022 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1023 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1024
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1025 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1026 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1027 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1028 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1029 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1030
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1031 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1032
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1033 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1034 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1035
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1036 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1037
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1038 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1039
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1040 F77_XFCN (zch1dn, ZCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1041 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1042
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1043 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1044 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1045
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1046 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1047 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1048 chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1049 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1050 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1051 octave_idx_type info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1052
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1053 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1054
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1055 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1056 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1057 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1058 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1059
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1060 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1061
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1062 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1063
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1064 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1065
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1066 F77_XFCN (zchinx, ZCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1067 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1068
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1069 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1070 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1071
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1072 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1073 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1074 chol<ComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1075 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1076 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1077
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1078 if (j < 0 \|\| j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1079 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	1080
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1081 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1082
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1083 F77_XFCN (zchdex, ZCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1084 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1085
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1086 chol_mat.resize (n-1, n-1);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1087 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1088
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1089 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1090 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1091 chol<ComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1092 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1093 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1094
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	1095 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1096 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	1097
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1098 OCTAVE_LOCAL_BUFFER (Complex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1099 OCTAVE_LOCAL_BUFFER (double, rw, n);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1100
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1101 F77_XFCN (zchshx, ZCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1102 i + 1, j + 1, w, rw));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1103 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	1104
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	1105 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	1106
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1107 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1108 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1109 chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1110 bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1111 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1112 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1113 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1114
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1115 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1116 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1117
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1118 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1119 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1120
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1121 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1122
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1123 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1124 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1125 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1126 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1127 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1128 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1129 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1130 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1131 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1132 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1133 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1134 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1135 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1136 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1137 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1138 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1139 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1140 FloatComplex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1141
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1142 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1143 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1144 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1145 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1146
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1147 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1148 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1149 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1150 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1151 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1152 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1153
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1154 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1155 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1156 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1157 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1158 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1159 octave_idx_type cpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1160
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1161 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1162 Array<FloatComplex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1163 FloatComplex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1164 Array<float> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1165 float *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1166 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1167 n, anorm, xrcond, pz, prz, cpocon_info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1168 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1169
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1170 if (cpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1171 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1172 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1173
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1174 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1175 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1176
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1177 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1178
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1179 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1180 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1181 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1182 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1183 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1184
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1185 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1186 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1187
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1188 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1189
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1190 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1191
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1192 F77_XFCN (cch1up, CCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1193 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1194 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1195
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1196 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1197 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1198 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	1199 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1200 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1201
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1202 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1203
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1204 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1205 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1206
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1207 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1208
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1209 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1210
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1211 F77_XFCN (cch1dn, CCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1212 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1213
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1214 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1215 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1216
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1217 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1218 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1219 chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1220 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1221 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1222 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1223
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1224 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1225
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1226 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1227 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1228 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1229 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1230
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1231 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1232
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1233 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1234
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1235 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1236
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1237 F77_XFCN (cchinx, CCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1238 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1239
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1240 return info;
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	1241 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1242
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1243 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1244 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1245 chol<FloatComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1246 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1247 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1248
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1249 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1250 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1251
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1252 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1253
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1254 F77_XFCN (cchdex, CCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1255 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1256
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1257 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1258 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1259
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1260 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1261 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1262 chol<FloatComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1263 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1264 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1265
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1266 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1267 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1268
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1269 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1270 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1271
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1272 F77_XFCN (cchshx, CCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1273 i + 1, j + 1, w, rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1274 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1275
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1276 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1277
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1278 // Instantiations we need.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1279
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1280 template class chol<Matrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1281
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1282 template class chol<FloatMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1283
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1284 template class chol<ComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1285
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1286 template class chol<FloatComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1287
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1288 template Matrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1289 chol2inv<Matrix> (const Matrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1290
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1291 template ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1292 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1293
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1294 template FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1295 chol2inv<FloatMatrix> (const FloatMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1296
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1297 template FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1298 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);

Mercurial > octave

annotate liboctave/numeric/chol.cc @ 21724:aba2e6293dd8