annotate liboctave/numeric/sparse-chol.h @ 22323:bac0d6f07a3e

maint: Update copyright notices for 2016.
author John W. Eaton <jwe@octave.org>
date Wed, 17 Aug 2016 01:05:19 -0400
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1 /*
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2
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3 Copyright (C) 2016 John W. Eaton
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4 Copyright (C) 2005-2016 David Bateman
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5 Copyright (C) 1998-2005 Andy Adler
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #if ! defined (octave_sparse_chol_h)
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26 #define octave_sparse_chol_h 1
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27
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28 #include "octave-config.h"
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29
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30 #include "CSparse.h"
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31 #include "dRowVector.h"
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32 #include "dSparse.h"
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33
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34 namespace octave
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35 {
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36 namespace math
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37 {
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38
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39 // If the sparse matrix classes become templated on the element type
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40 // (i.e., sparse_matrix<double>), then it might be best to make the
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41 // template parameter of this class also be the element type instead
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42 // of the matrix type.
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44 template <typename chol_type>
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45 class
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46 sparse_chol
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47 {
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48 public:
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49
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50 sparse_chol (void);
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52 sparse_chol (const chol_type& a, bool natural, bool force);
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54 sparse_chol (const chol_type& a, octave_idx_type& info,
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55 bool natural, bool force);
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57 sparse_chol (const chol_type& a, octave_idx_type& info, bool natural);
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59 sparse_chol (const chol_type& a, octave_idx_type& info);
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61 sparse_chol (const sparse_chol<chol_type>& a);
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62
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63 virtual ~sparse_chol (void);
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64
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65 sparse_chol& operator = (const sparse_chol& a);
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66
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67 chol_type L (void) const;
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68
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69 chol_type R (void) const { return L ().hermitian (); }
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71 octave_idx_type P (void) const;
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72
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73 RowVector perm (void) const;
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74
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75 SparseMatrix Q (void) const;
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77 bool is_positive_definite (void) const;
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79 double rcond (void) const;
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80
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81 chol_type inverse (void) const;
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82
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83 protected:
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84
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85 typedef typename chol_type::element_type chol_elt;
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86
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87 class sparse_chol_rep;
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88
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89 private:
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90
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91 sparse_chol_rep *rep;
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92 };
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93
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94 template <typename chol_type>
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95 chol_type
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96 chol2inv (const chol_type& r);
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97
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98 // SparseComplexMatrix specialization.
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99
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100 template <>
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101 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
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102 octave_idx_type& info);
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103
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104 }
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105 }
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106
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107 #endif