octave: liboctave/numeric/chol.cc annotate

annotate liboctave/numeric/chol.cc @ 22323:bac0d6f07a3e

maint: Update copyright notices for 2016.

author	John W. Eaton <jwe@octave.org>
date	Wed, 17 Aug 2016 01:05:19 -0400
parents	93b3cdd36854
children	7f3c7a8bd131

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
22323 bac0d6f07a3e maint: Update copyright notices for 2016. John W. Eaton <jwe@octave.org> parents: 22322 diff changeset	3 Copyright (C) 1994-2016 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"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	37 #include "fCColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	38 #include "fCMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	39 #include "fCRowVector.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	40 #include "fColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	41 #include "fMatrix.h"
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	42 #include "fRowVector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	43 #include "lo-error.h"
22322 93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	44 #include "lo-lapack-proto.h"
93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	45 #include "lo-qrupdate-proto.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	46 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	47 #include "oct-norm.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	48
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	49 #if ! defined (HAVE_QRUPDATE)
21285 d3b265a83adc make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21270 diff changeset	50 # include "qr.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	51 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	52
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	53 static Matrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	54 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	55 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	56 Matrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	57
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	58 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	59 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	60
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	61 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	62 (*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	63
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	64 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	65 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	66
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	67 Matrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	68 double *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	69
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	70 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	71 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	72 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	73 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	74 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	75 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	76 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	77 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	78 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	79 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	80
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	81 // 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	82 // 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	83
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	84 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	85 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	86 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	87 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	88 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	89 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	90 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	91 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	92 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	93 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	94 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	95
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	96 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	97 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	98
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	99 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	100 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	101
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	102 static FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	103 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	104 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	105 FloatMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	106
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	107 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	108 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	109
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	110 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	111 (*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	112
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	113 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	114 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	115
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	116 FloatMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	117 float *v = tmp.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	118
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	119 if (info == 0)
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 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	122 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	123 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	124 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	125 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	126 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	127 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	128 F77_CHAR_ARG_LEN (1)));
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 // 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	131 // 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	132
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	133 if (n > 1)
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 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	136 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	137 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	138 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	139 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	140 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	141 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	142 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	143 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	144
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	145 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	146 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	147
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	148 return retval;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	149 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	150
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	151 static ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	152 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	153 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	154 ComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	155
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	156 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	157 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	158
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	159 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	160 (*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	161
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	162 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	163 octave_idx_type info;
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 ComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	166
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	167 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	168 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	169 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	170 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	171 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	172 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	173 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	174 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	175
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	176 // 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	177 // 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	178
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	179 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	180 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	181 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	182 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	183 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	184 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	185 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	186 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	187 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	188 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	189 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	190
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	191 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	192
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	193 return retval;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	194 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	195
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	196 static FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	197 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	198 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	199 FloatComplexMatrix retval;
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 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	202 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	203
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	204 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	205 (*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	206
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	207 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	208 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	209
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	210 FloatComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	211
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	212 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	213 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	214 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	215 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	216 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	217 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	218 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	219 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	220
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	221 // 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	222 // 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	223
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	224 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	225 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	226 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	227 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	228 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	229 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	230 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	231 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	232 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	233 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	234 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	235
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	236 retval = tmp;
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 return 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
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	241 namespace octave
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	242 {
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	243 namespace math
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	244 {
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	245
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	246 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	247 T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	248 chol2inv (const T& r)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	249 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	250 return chol2inv_internal (r);
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
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	253 // 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	254 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	255 T
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	256 chol<T>::inverse (void) const
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	257 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	258 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	259 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	260
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	261 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	262 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	263 chol<T>::set (const T& R)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	264 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	265 if (! R.is_square ())
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	266 (*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	267
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	268 chol_mat = R;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	269 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	270
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	271 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	272
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	273 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	274 void
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	275 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	276 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	277 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	278
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	279 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	280
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	281 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	282 (*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	283
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	284 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	285 true, false);
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
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	288 template <typename T>
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	289 bool
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	290 singular (const T& a)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	291 {
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	292 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	293 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	294 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	295 return false;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	296 }
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 template <typename T>
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	299 octave_idx_type
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	300 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	301 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	302 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	303
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	304 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	305
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	306 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	307
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	308 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	309 (*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	310
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	311 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	312 info = 2;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	313 else
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 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	316 - 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	317 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	318 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	319
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	320 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	321 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	322
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	323 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	324 octave_idx_type
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	325 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	326 {
21270 230e186e292d make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21269 diff changeset	327 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	328
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	329 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	330
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	331 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	332
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	333 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	334
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	335 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	336 (*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	337 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	338 (*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	339
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	340 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	341 info = 2;
22274 edcad35c364f don't rely on std:: overloads of arg, conj, imag, and real for real args John W. Eaton <jwe@octave.org> parents: 22266 diff changeset	342 else if (octave::math::imag (u(j)) != zero)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	343 info = 3;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	344 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	345 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	346 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	347 T a1 (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	348 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	349 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	350 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	351 if (l == j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	352 a1(k, l) = u(k);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	353 else if (k == j)
22274 edcad35c364f don't rely on std:: overloads of arg, conj, imag, and real for real args John W. Eaton <jwe@octave.org> parents: 22266 diff changeset	354 a1(k, l) = octave::math::conj (u(l));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	355 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	356 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	357 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	358 info = init (a1, true, false);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	359 if (info) info = 1;
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
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	362 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	363 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	364
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	365 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	366 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	367 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	368 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	369 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	370
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	371 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	372
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	373 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	374 (*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	375
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	376 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	377 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	378 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	379 init (a, true, false);
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
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	382 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	383 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	384 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	385 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	386 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	387
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	388 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	389
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	390 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	391 (*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	392
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	393 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	394 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	395 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	396 if (i < j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	397 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	398 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	399 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	400 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	401 else if (j < i)
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 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	404 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	405 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	406
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	407 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	408 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	409
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	410 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	411
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	412 // Specializations.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	413
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	414 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	415 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	416 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	417 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	418 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	419 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	420
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	421 if (a_nr != a_nc)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	422 (*current_liboctave_error_handler) ("chol: requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	423
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	424 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	425 octave_idx_type info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	426
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	427 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	428
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	429 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	430 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	431 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	432 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	433 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	434 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	435 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	436 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	437 }
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	438 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	439 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	440 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	441 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	442 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	443 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	444 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	445 }
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	446 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	447
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	448 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	449 double anorm = 0;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	450 if (calc_cond)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	451 anorm = xnorm (a, 1);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	452
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	453 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	454 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	455 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	456 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	457 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	458 F77_CHAR_ARG_LEN (1)));
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	459
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	460 xrcond = 0.0;
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	461 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	462 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	463 else if (calc_cond)
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	464 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	465 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	466
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	467 // 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	468 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	469 double *pz = z.fortran_vec ();
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	470 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	471 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	472 if (is_upper)
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	473 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	474 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	475 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	476 else
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	477 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	478 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	479 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	480
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	481 if (dpocon_info != 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	482 info = -1;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	483 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	484
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	485 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	486 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	487
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	488 #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	489
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	490 template <>
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	491 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	492 chol<Matrix>::update (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	493 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	494 octave_idx_type n = chol_mat.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	495
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	496 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	497 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	498
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	499 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	500
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	501 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	502
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	503 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	504 utmp.fortran_vec (), w));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	505 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	506
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	507 template <>
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	508 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	509 chol<Matrix>::downdate (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	510 {
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	511 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	512
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	513 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	514
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	515 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	516 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	517
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	518 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	519
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	520 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	521
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	522 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	523 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	524
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	525 return info;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	526 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	527
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	528 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	529 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	530 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	531 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	532 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	533
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	534 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	535
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	536 if (u.numel () != n + 1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	537 (*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	538 if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	539 (*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	540
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	541 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	542
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	543 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	544
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	545 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	546
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	547 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	548 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	549
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	550 return info;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	551 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	552
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	553 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	554 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	555 chol<Matrix>::delete_sym (octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	556 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	557 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	558
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	559 if (j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	560 (*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	561
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	562 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	563
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	564 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	565 j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	566
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	567 chol_mat.resize (n-1, n-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	568 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	569
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	570 template <>
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	571 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	572 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	573 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	574 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	575
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	576 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	577 (*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	578
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	579 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	580
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	581 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	582 i + 1, j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	583 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	584
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	585 #endif
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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	588 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	589 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	590 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	591 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	592 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	593
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	594 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	595 (*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	596
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	597 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	598 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	599
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	600 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	601
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	602 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	603 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	604 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	605 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	606 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	607 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	608 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	609 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	610 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	611 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	612 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	613 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	614 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	615 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	616 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	617 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	618 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	619 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	620
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	621 // 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	622 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	623 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	624 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	625
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	626 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	627 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	628 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	629 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	630 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	631 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	632
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	633 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	634 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	635 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	636 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	637 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	638 octave_idx_type spocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	639
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	640 // 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	641 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	642 float *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	643 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	644 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	645 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	646 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	647 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	648 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	649 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	650 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	651 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	652 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	653
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	654 if (spocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	655 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	656 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	657
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	658 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	659 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	660
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	661 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	662
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	663 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	664 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	665 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	666 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	667 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	668
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	669 if (u.numel () != n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	670 (*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	671
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	672 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	673
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	674 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	675
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	676 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	677 utmp.fortran_vec (), w));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	678 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	679
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	680 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	681 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	682 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	683 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	684 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	685
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	686 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	687
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	688 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	689 (*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	690
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	691 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	692
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	693 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	694
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	695 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	696 utmp.fortran_vec (), w, info));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	697
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	698 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	699 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	700
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	701 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	702 octave_idx_type
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	703 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	704 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	705 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	706
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	707 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	708
20232 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19697 diff changeset	709 if (u.numel () != n + 1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	710 (*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	711 if (j < 0 \|\| j > n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	712 (*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	713
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	714 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	715
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	716 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	717
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	718 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	719
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	720 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	721 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	722
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	723 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	724 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	725
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	726 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	727 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	728 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	729 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	730 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	731
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	732 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	733 (*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	734
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	735 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	736
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	737 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	738 j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	739
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	740 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	741 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	742
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	743 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	744 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	745 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	746 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	747 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	748
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	749 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	750 (*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	751
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	752 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	753
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	754 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	755 i + 1, j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	756 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	757
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	758 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	759
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	760 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	761 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	762 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	763 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	764 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	765 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	766
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	767 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	768 (*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	769
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	770 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	771 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	772
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	773 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	774
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	775 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	776 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	777 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	778 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	779 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	780 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	781 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	782 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	783 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	784 else
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	785 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	786 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	787 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	788 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	789 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	790 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	791 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	792 Complex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	793
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	794 // 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	795 double anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	796 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	797 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	798
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	799 if (is_upper)
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	800 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (h), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	801 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	802 else
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	803 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_DBLE_CMPLX_ARG (h), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	804 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	805
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	806 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	807 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	808 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	809 else if (calc_cond)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	810 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	811 octave_idx_type zpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	812
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	813 // 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	814 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	815 Complex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	816 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	817 double *prz = rz.fortran_vec ();
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	818 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (h),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	819 n, anorm, xrcond, F77_DBLE_CMPLX_ARG (pz), prz, zpocon_info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	820 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	821
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	822 if (zpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	823 info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	824 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	825
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	826 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	827 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	828
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	829 #if defined (HAVE_QRUPDATE)
21269 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 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	832 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	833 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
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 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	836
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	837 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	838 (*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	839
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	840 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	841
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	842 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	843
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	844 F77_XFCN (zch1up, ZCH1UP, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	845 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	846 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	847
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	848 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	849 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	850 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	851 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	852 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	853
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	854 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	855
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	856 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	857 (*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	858
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	859 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	860
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	861 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	862
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	863 F77_XFCN (zch1dn, ZCH1DN, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	864 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	865
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	866 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	867 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	868
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	869 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	870 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	871 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	872 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	873 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	874 octave_idx_type info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	875
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	876 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	877
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	878 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	879 (*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	880 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	881 (*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	882
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	883 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	884
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	885 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	886
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	887 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	888
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	889 F77_XFCN (zchinx, ZCHINX, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	890 j + 1, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	891
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	892 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	893 }
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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	896 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	897 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	898 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	899 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	900
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	901 if (j < 0 \|\| j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	902 (*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	903
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	904 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	905
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	906 F77_XFCN (zchdex, ZCHDEX, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	907 j + 1, rw));
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 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	910 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	911
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	912 template <>
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	913 void
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	914 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	915 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	916 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	917
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	918 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	919 (*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	920
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	921 OCTAVE_LOCAL_BUFFER (Complex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	922 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	923
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	924 F77_XFCN (zchshx, ZCHSHX, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	925 i + 1, j + 1, F77_DBLE_CMPLX_ARG (w), rw));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	926 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	927
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	928 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	929
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	930 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	931 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	932 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	933 bool calc_cond)
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 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	936 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	937
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	938 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	939 (*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	940
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	941 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	942 octave_idx_type info;
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 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	945
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	946 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	947 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	948 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	949 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	950 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	951 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	952 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	953 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	954 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	955 else
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	956 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	957 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	958 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	959 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	960 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	961 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	962 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	963 FloatComplex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	964
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	965 // 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	966 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	967 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	968 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	969
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	970 if (is_upper)
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	971 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (h), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	972 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	973 else
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	974 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_CMPLX_ARG (h), n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	975 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	976
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	977 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	978 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	979 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	980 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	981 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	982 octave_idx_type cpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	983
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	984 // 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	985 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	986 FloatComplex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	987 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	988 float *prz = rz.fortran_vec ();
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	989 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (h),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	990 n, anorm, xrcond, F77_CMPLX_ARG (pz), prz, cpocon_info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	991 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	992
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	993 if (cpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	994 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	995 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	996
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	997 return info;
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
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1000 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1001
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1002 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1003 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1004 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1005 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1006 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	1007
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1008 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1009 (*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	1010
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1011 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1012
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1013 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1014
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1015 F77_XFCN (cch1up, CCH1UP, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1016 F77_CMPLX_ARG (utmp.fortran_vec ()), rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1017 }
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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1020 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1021 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	1022 {
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1023 octave_idx_type info = -1;
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 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	1026
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1027 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1028 (*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	1029
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1030 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1031
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1032 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1033
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1034 F77_XFCN (cch1dn, CCH1DN, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1035 F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1036
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1037 return info;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1038 }
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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1041 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1042 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	1043 octave_idx_type j)
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 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1046
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1047 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	1048
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1049 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1050 (*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	1051 if (j < 0 \|\| j > n)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1052 (*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	1053
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1054 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1055
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1056 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1057
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1058 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	1059
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1060 F77_XFCN (cchinx, CCHINX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1061 j + 1, F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1062
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1063 return info;
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	1064 }
21269 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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1067 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1068 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	1069 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1070 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	1071
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1072 if (j < 0 \|\| j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1073 (*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	1074
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1075 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1076
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1077 F77_XFCN (cchdex, CCHDEX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1078 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1079
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1080 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	1081 }
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 template <>
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1084 void
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1085 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	1086 {
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1087 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	1088
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1089 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	1090 (*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	1091
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1092 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1093 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1094
22135 407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1095 F77_XFCN (cchshx, CCHSHX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (),
407c66ae1e20 reduce warnings from GCC's link-time optimization feature (bug #48531) John W. Eaton <jwe@octave.org> parents: 22133 diff changeset	1096 i + 1, j + 1, F77_CMPLX_ARG (w), rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1097 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1098
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1099 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1100
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1101 // Instantiations we need.
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1102
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1103 template class chol<Matrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1104
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1105 template class chol<FloatMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1106
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1107 template class chol<ComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1108
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1109 template class chol<FloatComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1110
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1111 template Matrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1112 chol2inv<Matrix> (const Matrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1113
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1114 template ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1115 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1116
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1117 template FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1118 chol2inv<FloatMatrix> (const FloatMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1119
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1120 template FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1121 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);
22317 6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	1122
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	1123 }
6ca3acf5fad8 move some new numeric classes to namespace octave::math John W. Eaton <jwe@octave.org> parents: 22274 diff changeset	1124 }

Mercurial > octave

annotate liboctave/numeric/chol.cc @ 22323:bac0d6f07a3e