Mercurial > octave
annotate liboctave/numeric/chol.h @ 27923:bd51beb6205e
update formatting of copyright notices
* Use <https://octave.org/copyright/> instead of
<https://octave.org/COPYRIGHT.html/>.
* For consistency with other comments in the Octave sources, use
C++-style comments for copyright blocks in C and C++ files.
* Use delimiters above and below copyright blocks that are appropriate
for the language used in the file.
* Eliminate extra spacing inside copyright blocks.
* lex.ll (looks_like_copyright): Also allow newlines and carriage
returns before the word "Copyright".
* scripts/mk-doc.pl (gethelp): Also skip empty comment lines.
* bp-table.cc, type.m: Adjust tests.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 08 Jan 2020 11:59:41 -0500 |
parents | 1891570abac8 |
children | 5c14f81e0937 0a5b15007766 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1994-2020 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
457 | 25 |
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26 #if ! defined (octave_chol_h) |
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27 #define octave_chol_h 1 |
457 | 28 |
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29 #include "octave-config.h" |
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30 |
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31 namespace octave |
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32 { |
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33 namespace math |
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34 { |
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35 template <typename T> |
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36 class |
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37 chol |
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38 { |
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39 public: |
457 | 40 |
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41 typedef typename T::column_vector_type VT; |
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42 typedef typename T::real_elt_type COND_T; |
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43 |
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44 chol (void) : chol_mat (), xrcond (0), is_upper (true) { } |
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46 chol (const T& a, bool upper = true, bool calc_cond = false) |
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47 : chol_mat (), xrcond (0) |
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48 { |
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49 init (a, upper, calc_cond); |
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50 } |
457 | 51 |
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52 chol (const T& a, octave_idx_type& info, bool upper = true, |
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53 bool calc_cond = false) |
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54 : chol_mat (), xrcond (0) |
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55 { |
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56 info = init (a, upper, calc_cond); |
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57 } |
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58 |
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59 chol (const chol& a) |
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60 : chol_mat (a.chol_mat), xrcond (a.xrcond), is_upper (a.is_upper) { } |
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62 chol& operator = (const chol& a) |
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63 { |
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64 if (this != &a) |
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65 { |
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66 chol_mat = a.chol_mat; |
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67 xrcond = a.xrcond; |
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68 is_upper = a.is_upper; |
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69 } |
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71 return *this; |
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72 } |
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74 T chol_matrix (void) const { return chol_mat; } |
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75 |
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76 COND_T rcond (void) const { return xrcond; } |
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77 |
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78 // Compute the inverse of a matrix using the Cholesky factorization. |
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79 T inverse (void) const; |
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80 |
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81 void set (const T& R); |
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82 |
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83 void update (const VT& u); |
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84 |
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85 octave_idx_type downdate (const VT& u); |
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86 |
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87 octave_idx_type insert_sym (const VT& u, octave_idx_type j); |
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88 |
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89 void delete_sym (octave_idx_type j); |
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91 void shift_sym (octave_idx_type i, octave_idx_type j); |
457 | 92 |
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93 private: |
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95 T chol_mat; |
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96 |
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97 COND_T xrcond; |
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98 |
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99 bool is_upper; |
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101 octave_idx_type init (const T& a, bool upper, bool calc_cond); |
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102 }; |
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104 template <typename T> |
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105 T |
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106 chol2inv (const T& r); |
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107 } |
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108 } |
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109 |
457 | 110 #endif |