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1 // -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include "dbleCHOL.h" |
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29 #include "mx-inlines.cc" |
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30 #include "lo-error.h" |
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31 #include "f77-uscore.h" |
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32 |
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33 extern "C" |
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34 { |
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35 int F77_FCN (dpotrf) (const char*, const int*, double*, const int*, |
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36 int*, long); |
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37 } |
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38 |
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39 int |
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40 CHOL::init (const Matrix& a) |
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41 { |
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42 int a_nr = a.rows (); |
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43 int a_nc = a.cols (); |
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44 if (a_nr != a_nc) |
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45 { |
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46 (*current_liboctave_error_handler) ("CHOL requires square matrix"); |
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47 return -1; |
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48 } |
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49 |
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50 char uplo = 'U'; |
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51 |
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52 int n = a_nc; |
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53 int info; |
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54 |
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55 double *h = dup (a.data (), a.length ()); |
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56 |
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57 F77_FCN (dpotrf) (&uplo, &n, h, &n, &info, 1L); |
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58 |
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59 chol_mat = Matrix (h, n, n); |
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60 |
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61 // If someone thinks of a more graceful way of doing this (or faster for |
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62 // that matter :-)), please let me know! |
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63 |
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64 if (n > 1) |
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65 for (int j = 0; j < a_nc; j++) |
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66 for (int i = j+1; i < a_nr; i++) |
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67 chol_mat.elem (i, j) = 0.0; |
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68 |
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69 return info; |
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70 } |
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71 |
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72 /* |
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73 ;;; Local Variables: *** |
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74 ;;; mode: C++ *** |
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75 ;;; page-delimiter: "^/\\*" *** |
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76 ;;; End: *** |
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77 */ |
