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make building without qrupdate work again
author John W. Eaton <jwe@octave.org>
date Wed, 17 Feb 2016 10:16:36 -0500
parents 230e186e292d
children 40de9f8f23a6
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1 /*
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2
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3 Copyright (C) 1994-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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6 This file is part of Octave.
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7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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24 #ifdef HAVE_CONFIG_H
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25 # include <config.h>
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26 #endif
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27
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28 #include <vector>
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29
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30 #include "CColVector.h"
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31 #include "CMatrix.h"
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32 #include "CRowVector.h"
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33 #include "chol.h"
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34 #include "dColVector.h"
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35 #include "dMatrix.h"
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36 #include "dRowVector.h"
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37 #include "f77-fcn.h"
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38 #include "fCColVector.h"
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39 #include "fCMatrix.h"
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40 #include "fCRowVector.h"
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41 #include "fColVector.h"
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42 #include "fMatrix.h"
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43 #include "fRowVector.h"
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44 #include "lo-error.h"
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45 #include "oct-locbuf.h"
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46 #include "oct-norm.h"
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47
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48 #if ! defined (HAVE_QRUPDATE)
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49 # include "qr.h"
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50 #endif
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51
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52 extern "C"
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53 {
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54 F77_RET_T
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55 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
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56 const octave_idx_type&, double*,
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57 const octave_idx_type&, octave_idx_type&
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58 F77_CHAR_ARG_LEN_DECL);
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59
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60 F77_RET_T
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61 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL,
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62 const octave_idx_type&, double*,
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63 const octave_idx_type&, octave_idx_type&
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64 F77_CHAR_ARG_LEN_DECL);
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65
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66 F77_RET_T
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67 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL,
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68 const octave_idx_type&, double*,
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69 const octave_idx_type&, const double&,
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70 double&, double*, octave_idx_type*,
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71 octave_idx_type&
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72 F77_CHAR_ARG_LEN_DECL);
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73 #ifdef HAVE_QRUPDATE
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74
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75 F77_RET_T
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76 F77_FUNC (dch1up, DCH1UP) (const octave_idx_type&, double*,
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77 const octave_idx_type&, double*, double*);
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78
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79 F77_RET_T
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80 F77_FUNC (dch1dn, DCH1DN) (const octave_idx_type&, double*,
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81 const octave_idx_type&, double*, double*,
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82 octave_idx_type&);
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83
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84 F77_RET_T
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85 F77_FUNC (dchinx, DCHINX) (const octave_idx_type&, double*,
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86 const octave_idx_type&, const octave_idx_type&,
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87 double*, double*, octave_idx_type&);
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88
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89 F77_RET_T
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90 F77_FUNC (dchdex, DCHDEX) (const octave_idx_type&, double*,
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91 const octave_idx_type&, const octave_idx_type&,
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92 double*);
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93
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94 F77_RET_T
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95 F77_FUNC (dchshx, DCHSHX) (const octave_idx_type&, double*,
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96 const octave_idx_type&, const octave_idx_type&,
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97 const octave_idx_type&, double*);
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98 #endif
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99
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100 F77_RET_T
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101 F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
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102 const octave_idx_type&, float*,
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103 const octave_idx_type&, octave_idx_type&
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104 F77_CHAR_ARG_LEN_DECL);
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105
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106 F77_RET_T
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107 F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL,
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108 const octave_idx_type&, float*,
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109 const octave_idx_type&, octave_idx_type&
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110 F77_CHAR_ARG_LEN_DECL);
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111
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112 F77_RET_T
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113 F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL,
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114 const octave_idx_type&, float*,
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115 const octave_idx_type&, const float&,
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116 float&, float*, octave_idx_type*,
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117 octave_idx_type&
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118 F77_CHAR_ARG_LEN_DECL);
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119 #ifdef HAVE_QRUPDATE
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120
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121 F77_RET_T
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122 F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*,
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123 const octave_idx_type&, float*, float*);
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124
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125 F77_RET_T
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126 F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*,
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127 const octave_idx_type&, float*, float*,
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128 octave_idx_type&);
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129
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130 F77_RET_T
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131 F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*,
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132 const octave_idx_type&, const octave_idx_type&,
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133 float*, float*, octave_idx_type&);
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134
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135 F77_RET_T
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136 F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*,
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137 const octave_idx_type&, const octave_idx_type&,
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138 float*);
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139
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140 F77_RET_T
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141 F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*,
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142 const octave_idx_type&, const octave_idx_type&,
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143 const octave_idx_type&, float*);
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144 #endif
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145
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146 F77_RET_T
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147 F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL,
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148 const octave_idx_type&, Complex*,
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149 const octave_idx_type&, octave_idx_type&
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150 F77_CHAR_ARG_LEN_DECL);
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151 F77_RET_T
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152 F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL,
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153 const octave_idx_type&, Complex*,
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154 const octave_idx_type&, octave_idx_type&
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155 F77_CHAR_ARG_LEN_DECL);
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156
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157 F77_RET_T
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158 F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL,
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159 const octave_idx_type&, Complex*,
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160 const octave_idx_type&, const double&,
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161 double&, Complex*, double*, octave_idx_type&
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162 F77_CHAR_ARG_LEN_DECL);
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163 #ifdef HAVE_QRUPDATE
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164
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165 F77_RET_T
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166 F77_FUNC (zch1up, ZCH1UP) (const octave_idx_type&, Complex*,
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167 const octave_idx_type&, Complex*, double*);
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168
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169 F77_RET_T
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170 F77_FUNC (zch1dn, ZCH1DN) (const octave_idx_type&, Complex*,
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171 const octave_idx_type&, Complex*, double*,
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172 octave_idx_type&);
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173
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174 F77_RET_T
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175 F77_FUNC (zchinx, ZCHINX) (const octave_idx_type&, Complex*,
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176 const octave_idx_type&, const octave_idx_type&,
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177 Complex*, double*, octave_idx_type&);
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178
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179 F77_RET_T
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180 F77_FUNC (zchdex, ZCHDEX) (const octave_idx_type&, Complex*,
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181 const octave_idx_type&, const octave_idx_type&,
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182 double*);
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183
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184 F77_RET_T
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185 F77_FUNC (zchshx, ZCHSHX) (const octave_idx_type&, Complex*,
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186 const octave_idx_type&, const octave_idx_type&,
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187 const octave_idx_type&, Complex*, double*);
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188 #endif
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189
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190 F77_RET_T
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191 F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL,
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diff changeset
192 const octave_idx_type&, FloatComplex*,
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193 const octave_idx_type&, octave_idx_type&
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194 F77_CHAR_ARG_LEN_DECL);
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195 F77_RET_T
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196 F77_FUNC (cpotri, CPOTRI) (F77_CONST_CHAR_ARG_DECL,
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197 const octave_idx_type&, FloatComplex*,
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198 const octave_idx_type&, octave_idx_type&
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199 F77_CHAR_ARG_LEN_DECL);
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200
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201 F77_RET_T
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202 F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL,
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diff changeset
203 const octave_idx_type&, FloatComplex*,
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204 const octave_idx_type&, const float&,
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205 float&, FloatComplex*, float*, octave_idx_type&
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206 F77_CHAR_ARG_LEN_DECL);
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207 #ifdef HAVE_QRUPDATE
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208
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209 F77_RET_T
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210 F77_FUNC (cch1up, CCH1UP) (const octave_idx_type&, FloatComplex*,
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diff changeset
211 const octave_idx_type&, FloatComplex*, float*);
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212
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213 F77_RET_T
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214 F77_FUNC (cch1dn, CCH1DN) (const octave_idx_type&, FloatComplex*,
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diff changeset
215 const octave_idx_type&, FloatComplex*,
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diff changeset
216 float*, octave_idx_type&);
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217
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218 F77_RET_T
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219 F77_FUNC (cchinx, CCHINX) (const octave_idx_type&, FloatComplex*,
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220 const octave_idx_type&, const octave_idx_type&,
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diff changeset
221 FloatComplex*, float*, octave_idx_type&);
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222
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223 F77_RET_T
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224 F77_FUNC (cchdex, CCHDEX) (const octave_idx_type&, FloatComplex*,
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225 const octave_idx_type&, const octave_idx_type&,
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226 float*);
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227
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228 F77_RET_T
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229 F77_FUNC (cchshx, CCHSHX) (const octave_idx_type&, FloatComplex*,
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230 const octave_idx_type&, const octave_idx_type&,
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diff changeset
231 const octave_idx_type&, FloatComplex*, float*);
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232 #endif
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233 }
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234
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235 static Matrix
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236 chol2inv_internal (const Matrix& r, bool is_upper = true)
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237 {
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238 Matrix retval;
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239
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240 octave_idx_type r_nr = r.rows ();
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241 octave_idx_type r_nc = r.cols ();
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242
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243 if (r_nr != r_nc)
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244 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
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245
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246 octave_idx_type n = r_nc;
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247 octave_idx_type info = 0;
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248
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249 Matrix tmp = r;
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250 double *v = tmp.fortran_vec ();
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251
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252 if (info == 0)
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253 {
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254 if (is_upper)
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255 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
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diff changeset
256 v, n, info
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diff changeset
257 F77_CHAR_ARG_LEN (1)));
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258 else
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259 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
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diff changeset
260 v, n, info
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261 F77_CHAR_ARG_LEN (1)));
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262
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263 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
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264 // faster for that matter :-)), please let me know!
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265
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266 if (n > 1)
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267 {
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268 if (is_upper)
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269 for (octave_idx_type j = 0; j < r_nc; j++)
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270 for (octave_idx_type i = j+1; i < r_nr; i++)
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diff changeset
271 tmp.xelem (i, j) = tmp.xelem (j, i);
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272 else
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273 for (octave_idx_type j = 0; j < r_nc; j++)
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diff changeset
274 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
275 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
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276 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
277
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
278 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
279 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
280
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
281 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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282 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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283
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
284 static FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
285 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
286 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
287 FloatMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
288
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
289 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
290 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
291
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
292 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
293 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
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diff changeset
294
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
295 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
296 octave_idx_type info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
297
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
298 FloatMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
299 float *v = tmp.fortran_vec ();
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diff changeset
300
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John W. Eaton <jwe@octave.org>
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diff changeset
301 if (info == 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
302 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
303 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
304 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
305 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
306 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
307 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
308 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
309 v, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
310 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
311
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
312 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
313 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
314
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
315 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
316 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
317 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
318 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
319 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
320 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
321 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
322 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
323 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
324 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
325 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
326
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
327 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
328 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
329
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
330 return retval;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
331 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
332
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
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diff changeset
333 static ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
334 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
335 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
336 ComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
337
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
338 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
339 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
340
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
341 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
342 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
343
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
344 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
345 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
346
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
347 ComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
348
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
349 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
350 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
351 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
352 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
353 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
354 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
355 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
356 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
357
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
358 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
359 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
360
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
361 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
362 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
363 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
364 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
365 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
366 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
367 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
368 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
369 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
370 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
371 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
372
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
373 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
374
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
375 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
376 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
377
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
378 static FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
379 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
380 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
381 FloatComplexMatrix retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
382
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
383 octave_idx_type r_nr = r.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
384 octave_idx_type r_nc = r.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
385
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
386 if (r_nr != r_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
387 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
388
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
389 octave_idx_type n = r_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
390 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
391
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
392 FloatComplexMatrix tmp = r;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
393
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
394 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
395 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
396 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
397 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
398 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
399 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
400 tmp.fortran_vec (), n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
401 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
402
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
403 // If someone thinks of a more graceful way of doing this (or
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
404 // faster for that matter :-)), please let me know!
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
405
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
406 if (n > 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
407 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
408 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
409 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
410 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
411 tmp.xelem (i, j) = tmp.xelem (j, i);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
412 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
413 for (octave_idx_type j = 0; j < r_nc; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
414 for (octave_idx_type i = j+1; i < r_nr; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
415 tmp.xelem (j, i) = tmp.xelem (i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
416 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
417
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
418 retval = tmp;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
419
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
420 return retval;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
421 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
422
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
423 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
424 T
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
425 chol2inv (const T& r)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
426 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
427 return chol2inv_internal (r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
428 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
429
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
430 // Compute the inverse of a matrix using the Cholesky factorization.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
431 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
432 T
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
433 chol<T>::inverse (void) const
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
434 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
435 return chol2inv_internal (chol_mat, is_upper);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
436 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
437
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
438 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
439 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
440 chol<T>::set (const T& R)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
441 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
442 if (! R.is_square ())
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
443 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
444
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
445 chol_mat = R;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
446 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
447
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
448 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
449
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
450 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
451 void
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
452 chol<T>::update (const VT& u)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
453 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
454 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
455
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
456 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
457
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
458 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
459 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
460
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
461 init (chol_mat.hermitian () * chol_mat + T (u) * T (u).hermitian (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
462 true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
463 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
464
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
465 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
466 static bool
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
467 singular (const T& a)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
468 {
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
469 static typename T::element_type zero (0);
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
470 for (octave_idx_type i = 0; i < a.rows (); i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
471 if (a(i,i) == zero) return true;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
472 return false;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
473 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
474
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
475 template <typename T>
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
476 octave_idx_type
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
477 chol<T>::downdate (const VT& u)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
478 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
479 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
480
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
481 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
482
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
483 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
484
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
485 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
486 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
487
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
488 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
489 info = 2;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
490 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
491 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
492 info = init (chol_mat.hermitian () * chol_mat
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
493 - T (u) * T (u).hermitian (), true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
494 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
495 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
496
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
497 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
498 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
499
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
500 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
501 octave_idx_type
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
502 chol<T>::insert_sym (const VT& u, octave_idx_type j)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
503 {
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
504 static typename T::element_type zero (0);
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
505
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
506 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
507
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
508 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
509
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
510 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
511
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
512 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
513 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
514 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
515 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
516
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
517 if (singular (chol_mat))
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
518 info = 2;
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
519 else if (imag (u(j)) != zero)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
520 info = 3;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
521 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
522 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
523 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
524 T a1 (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
525 for (octave_idx_type k = 0; k < n+1; k++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
526 for (octave_idx_type l = 0; l < n+1; l++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
527 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
528 if (l == j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
529 a1(k, l) = u(k);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
530 else if (k == j)
21270
230e186e292d make building without qrupdate work again
John W. Eaton <jwe@octave.org>
parents: 21269
diff changeset
531 a1(k, l) = conj (u(l));
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
532 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
533 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
534 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
535 info = init (a1, true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
536 if (info) info = 1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
537 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
538
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
539 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
540 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
541
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
542 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
543 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
544 chol<T>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
545 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
546 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
547
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
548 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
549
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
550 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
551 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
552
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
553 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
554 a.delete_elements (1, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
555 a.delete_elements (0, idx_vector (j));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
556 init (a, true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
557 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
558
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
559 template <typename T>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
560 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
561 chol<T>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
562 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
563 warn_qrupdate_once ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
564
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
565 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
566
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
567 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
568 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
569
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
570 T a = chol_mat.hermitian () * chol_mat;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
571 Array<octave_idx_type> p (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
572 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
573 if (i < j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
574 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
575 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
576 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
577 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
578 else if (j < i)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
579 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
580 p(j) = i;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
581 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
582 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
583
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
584 init (a.index (idx_vector (p), idx_vector (p)), true, false);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
585 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
586
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
587 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
588
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
589 // Specializations.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
590
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
591 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
592 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
593 chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond)
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
594 {
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
595 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
596 octave_idx_type a_nc = a.cols ();
1944
8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe]
jwe
parents: 1882
diff changeset
597
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
598 if (a_nr != a_nc)
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
599 (*current_liboctave_error_handler) ("chol: requires square matrix");
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
600
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
601 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 5105
diff changeset
602 octave_idx_type info;
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
603
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
604 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
605
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
606 chol_mat.clear (n, n);
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
607 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
608 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
609 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
610 for (octave_idx_type i = 0; i <= j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
611 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
612 for (octave_idx_type i = j+1; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
613 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
614 }
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
615 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
616 for (octave_idx_type j = 0; j < n; j++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
617 {
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
618 for (octave_idx_type i = 0; i < j; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
619 chol_mat.xelem (i, j) = 0.0;
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
620 for (octave_idx_type i = j; i < n; i++)
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
621 chol_mat.xelem (i, j) = a(i, j);
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
622 }
1944
8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe]
jwe
parents: 1882
diff changeset
623 double *h = chol_mat.fortran_vec ();
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
624
6486
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
625 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
626 double anorm = 0;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
627 if (calc_cond)
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
628 anorm = xnorm (a, 1);
6486
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe]
jwe
parents: 5340
diff changeset
629
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
630 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
631 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
632 F77_CHAR_ARG_LEN (1)));
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
633 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
634 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
635 F77_CHAR_ARG_LEN (1)));
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
636
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
637 xrcond = 0.0;
9862
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
638 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility
Jaroslav Hajek <highegg@gmail.com>
parents: 8562
diff changeset
639 chol_mat.resize (info - 1, info - 1);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
640 else if (calc_cond)
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
641 {
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
642 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
643
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
644 // Now calculate the condition number for non-singular matrix.
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
645 Array<double> z (dim_vector (3*n, 1));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
646 double *pz = z.fortran_vec ();
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
647 Array<octave_idx_type> iz (dim_vector (n, 1));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
648 octave_idx_type *piz = iz.fortran_vec ();
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
649 if (is_upper)
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
650 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
651 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
652 F77_CHAR_ARG_LEN (1)));
20462
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function.
PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com>
parents: 20232
diff changeset
653 else
20628
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
654 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
655 n, anorm, xrcond, pz, piz, dpocon_info
48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes
Mike Miller <mtmiller@octave.org>
parents: 20531
diff changeset
656 F77_CHAR_ARG_LEN (1)));
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
657
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
658 if (dpocon_info != 0)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
659 info = -1;
7482
29980c6b8604 don't check f77_exception_encountered
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
660 }
457
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
661
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
662 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
663 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
jwe
parents:
diff changeset
664
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
665 #if defined (HAVE_QRUPDATE)
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
666
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
667 template <>
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
668 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
669 chol<Matrix>::update (const ColumnVector& u)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
670 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
671 octave_idx_type n = chol_mat.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
672
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
673 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
674 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
675
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
676 ColumnVector utmp = u;
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
677
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
678 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
679
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
680 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
681 utmp.fortran_vec (), w));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
682 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
683
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
684 template <>
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
685 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
686 chol<Matrix>::downdate (const ColumnVector& u)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
687 {
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
688 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
689
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
690 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
691
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
692 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
693 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
694
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
695 ColumnVector utmp = u;
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
696
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
697 OCTAVE_LOCAL_BUFFER (double, w, n);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
698
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
699 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
700 utmp.fortran_vec (), w, info));
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
701
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
702 return info;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
703 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7482
diff changeset
704
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
705 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
706 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
707 chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
708 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
709 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
710
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
711 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
712
20232
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19697
diff changeset
713 if (u.numel () != n + 1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
714 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
715 if (j < 0 || j > n)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
716 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
717
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
718 ColumnVector utmp = u;
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
719
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
720 OCTAVE_LOCAL_BUFFER (double, w, n);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
721
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
722 chol_mat.resize (n+1, n+1);
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
723
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
724 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
725 j + 1, utmp.fortran_vec (), w, info));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
726
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
727 return info;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
728 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
729
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
730 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
731 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
732 chol<Matrix>::delete_sym (octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
733 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
734 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
735
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
736 if (j < 0 || j > n-1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
737 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
738
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
739 OCTAVE_LOCAL_BUFFER (double, w, n);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
740
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
741 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
742 j + 1, w));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
743
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
744 chol_mat.resize (n-1, n-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
745 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
746
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
747 template <>
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
748 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
749 chol<Matrix>::shift_sym (octave_idx_type i, octave_idx_type j)
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
750 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
751 octave_idx_type n = chol_mat.rows ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
752
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
753 if (i < 0 || i > n-1 || j < 0 || j > n-1)
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
754 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
755
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
756 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
757
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
758 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
759 i + 1, j + 1, w));
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
760 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7559
diff changeset
761
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
762 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
763
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
764 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
765 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
766 chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
767 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
768 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
769 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
770
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
771 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
772 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
773
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
774 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
775 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
776
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
777 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
778
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
779 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
780 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
781 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
782 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
783 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
784 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
785 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
786 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
787 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
788 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
789 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
790 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
791 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
792 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
793 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
794 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
795 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
796 float *h = chol_mat.fortran_vec ();
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
797
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
798 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
799 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
800 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
801 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
802
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
803 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
804 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
805 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
806 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
807 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
808 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
809
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
810 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
811 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
812 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
813 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
814 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
815 octave_idx_type spocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
816
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
817 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
818 Array<float> z (dim_vector (3*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
819 float *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
820 Array<octave_idx_type> iz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
821 octave_idx_type *piz = iz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
822 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
823 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
824 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
825 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
826 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
827 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
828 n, anorm, xrcond, pz, piz, spocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
829 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
830
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
831 if (spocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
832 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
833 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
834
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
835 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
836 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
837
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
838 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
839
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
840 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
841 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
842 chol<FloatMatrix>::update (const FloatColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
843 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
844 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
845
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
846 if (u.numel () != n)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
847 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
848
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
849 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
850
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
851 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
852
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
853 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
854 utmp.fortran_vec (), w));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
855 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
856
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
857 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
858 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
859 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
860 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
861 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
862
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
863 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
864
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
865 if (u.numel () != n)
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
866 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
867
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
868 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
869
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
870 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
871
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
872 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
873 utmp.fortran_vec (), w, info));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
874
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
875 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
876 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
877
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
878 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
879 octave_idx_type
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
880 chol<FloatMatrix>::insert_sym (const FloatColumnVector& u, octave_idx_type j)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
881 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
882 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
883
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
884 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
885
20232
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19697
diff changeset
886 if (u.numel () != n + 1)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
887 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
888 if (j < 0 || j > n)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
889 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
890
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
891 FloatColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
892
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
893 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
894
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
895 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
896
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
897 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
898 j + 1, utmp.fortran_vec (), w, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
899
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
900 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
901 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
902
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
903 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
904 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
905 chol<FloatMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
906 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
907 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
908
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
909 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
910 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
911
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
912 OCTAVE_LOCAL_BUFFER (float, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
913
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
914 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
915 j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
916
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
917 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
918 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
919
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
920 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
921 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
922 chol<FloatMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
923 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
924 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
925
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
926 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
927 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
928
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
929 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
930
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
931 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
932 i + 1, j + 1, w));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
933 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
934
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
935 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
936
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
937 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
938 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
939 chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
940 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
941 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
942 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
943
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
944 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
945 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
946
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
947 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
948 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
949
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
950 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
951
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
952 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
953 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
954 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
955 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
956 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
957 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
958 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
959 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
960 }
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
961 else
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
962 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
963 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
964 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
965 chol_mat.xelem (i, j) = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
966 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
967 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
968 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
969 Complex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
970
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
971 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
972 double anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
973 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
974 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
975
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
976 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
977 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
978 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
979 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
980 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
981 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
982
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
983 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
984 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
985 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
986 else if (calc_cond)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
987 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
988 octave_idx_type zpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
989
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
990 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
991 Array<Complex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
992 Complex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
993 Array<double> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
994 double *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
995 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
996 n, anorm, xrcond, pz, prz, zpocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
997 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
998
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
999 if (zpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1000 info = -1;
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1001 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1002
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1003 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1004 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1005
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1006 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1007
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1008 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1009 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1010 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1011 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1012 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1013
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1014 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1015 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1016
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1017 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1018
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1019 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1020
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1021 F77_XFCN (zch1up, ZCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1022 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1023 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1024
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1025 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1026 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1027 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1028 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1029 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1030
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1031 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1032
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1033 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1034 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1035
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1036 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1037
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1038 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1039
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1040 F77_XFCN (zch1dn, ZCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1041 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1042
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1043 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1044 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1045
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1046 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1047 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1048 chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1049 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1050 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1051 octave_idx_type info = -1;
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1052
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1053 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1054
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1055 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1056 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1057 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1058 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1059
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1060 ComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1061
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1062 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1063
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1064 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1065
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1066 F77_XFCN (zchinx, ZCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1067 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1068
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1069 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1070 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1071
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1072 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1073 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1074 chol<ComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1075 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1076 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1077
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1078 if (j < 0 || j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1079 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
1080
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1081 OCTAVE_LOCAL_BUFFER (double, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1082
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1083 F77_XFCN (zchdex, ZCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1084 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1085
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1086 chol_mat.resize (n-1, n-1);
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1087 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1088
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1089 template <>
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1090 void
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1091 chol<ComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1092 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1093 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1094
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
1095 if (i < 0 || i > n-1 || j < 0 || j > n-1)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1096 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136
7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler.
Rik <rik@octave.org>
parents: 20629
diff changeset
1097
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1098 OCTAVE_LOCAL_BUFFER (Complex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1099 OCTAVE_LOCAL_BUFFER (double, rw, n);
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1100
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1101 F77_XFCN (zchshx, ZCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1102 i + 1, j + 1, w, rw));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1103 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
1104
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
1105 #endif
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
1106
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1107 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1108 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1109 chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1110 bool calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1111 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1112 octave_idx_type a_nr = a.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1113 octave_idx_type a_nc = a.cols ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1114
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1115 if (a_nr != a_nc)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1116 (*current_liboctave_error_handler) ("chol: requires square matrix");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1117
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1118 octave_idx_type n = a_nc;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1119 octave_idx_type info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1120
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1121 is_upper = upper;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1122
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1123 chol_mat.clear (n, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1124 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1125 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1126 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1127 for (octave_idx_type i = 0; i <= j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1128 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1129 for (octave_idx_type i = j+1; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1130 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1131 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1132 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1133 for (octave_idx_type j = 0; j < n; j++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1134 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1135 for (octave_idx_type i = 0; i < j; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1136 chol_mat.xelem (i, j) = 0.0f;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1137 for (octave_idx_type i = j; i < n; i++)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1138 chol_mat.xelem (i, j) = a(i, j);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1139 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1140 FloatComplex *h = chol_mat.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1141
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1142 // Calculate the norm of the matrix, for later use.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1143 float anorm = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1144 if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1145 anorm = xnorm (a, 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1146
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1147 if (is_upper)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1148 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1149 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1150 else
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1151 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1152 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1153
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1154 xrcond = 0.0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1155 if (info > 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1156 chol_mat.resize (info - 1, info - 1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1157 else if (calc_cond)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1158 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1159 octave_idx_type cpocon_info = 0;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1160
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1161 // Now calculate the condition number for non-singular matrix.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1162 Array<FloatComplex> z (dim_vector (2*n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1163 FloatComplex *pz = z.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1164 Array<float> rz (dim_vector (n, 1));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1165 float *prz = rz.fortran_vec ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1166 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1167 n, anorm, xrcond, pz, prz, cpocon_info
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1168 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1169
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1170 if (cpocon_info != 0)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1171 info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1172 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1173
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1174 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1175 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1176
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1177 #ifdef HAVE_QRUPDATE
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1178
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1179 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1180 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1181 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1182 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1183 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1184
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1185 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1186 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1187
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1188 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1189
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1190 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1191
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1192 F77_XFCN (cch1up, CCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1193 utmp.fortran_vec (), rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1194 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1195
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1196 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1197 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1198 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
1199 {
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1200 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1201
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1202 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1203
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1204 if (u.numel () != n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1205 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1206
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1207 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1208
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1209 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1210
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1211 F77_XFCN (cch1dn, CCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1212 utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1213
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1214 return info;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1215 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1216
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1217 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1218 octave_idx_type
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1219 chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u,
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1220 octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1221 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1222 octave_idx_type info = -1;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1223
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1224 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1225
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1226 if (u.numel () != n + 1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1227 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1228 if (j < 0 || j > n)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1229 (*current_liboctave_error_handler) ("cholinsert: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1230
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1231 FloatComplexColumnVector utmp = u;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1232
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1233 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1234
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1235 chol_mat.resize (n+1, n+1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1236
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1237 F77_XFCN (cchinx, CCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1238 j + 1, utmp.fortran_vec (), rw, info));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1239
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1240 return info;
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
1241 }
21269
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1242
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1243 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1244 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1245 chol<FloatComplexMatrix>::delete_sym (octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1246 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1247 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1248
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1249 if (j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1250 (*current_liboctave_error_handler) ("choldelete: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1251
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1252 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1253
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1254 F77_XFCN (cchdex, CCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1255 j + 1, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1256
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1257 chol_mat.resize (n-1, n-1);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1258 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1259
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1260 template <>
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1261 void
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1262 chol<FloatComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1263 {
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1264 octave_idx_type n = chol_mat.rows ();
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1265
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1266 if (i < 0 || i > n-1 || j < 0 || j > n-1)
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1267 (*current_liboctave_error_handler) ("cholshift: index out of range");
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1268
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1269 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1270 OCTAVE_LOCAL_BUFFER (float, rw, n);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1271
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1272 F77_XFCN (cchshx, CCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1273 i + 1, j + 1, w, rw));
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1274 }
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1275
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1276 #endif
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1277
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1278 // Instantiations we need.
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1279
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1280 template class chol<Matrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1281
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1282 template class chol<FloatMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1283
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1284 template class chol<ComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1285
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1286 template class chol<FloatComplexMatrix>;
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1287
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1288 template Matrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1289 chol2inv<Matrix> (const Matrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1290
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1291 template ComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1292 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1293
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1294 template FloatMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1295 chol2inv<FloatMatrix> (const FloatMatrix& r);
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1296
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1297 template FloatComplexMatrix
3c8a3d35661a better use of templates for Cholesky factorization
John W. Eaton <jwe@octave.org>
parents: 21202
diff changeset
1298 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);