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annotate liboctave/numeric/chol.h @ 31249:de6fc38c78c6

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Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626). * liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian subdiagonals", and "upper jacobian subdiagonals". * liboctave/numeric/LSODE.cc (file scope, lsode_j, LSODE::do_integrate (double)): Handle new configurable Jacobian types. * build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author Olaf Till <olaf.till@uni-jena.de>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children e88a07dec498
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1994-2022 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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26 #if ! defined (octave_chol_h)
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27 #define octave_chol_h 1
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28
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29 #include "octave-config.h"
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30
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31 namespace octave
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32 {
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33 namespace math
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34 {
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35 template <typename T>
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36 class
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37 chol
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38 {
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39 public:
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41 typedef typename T::column_vector_type VT;
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42 typedef typename T::real_elt_type COND_T;
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43
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44 chol (void) : m_chol_mat (), m_rcond (0), m_is_upper (true) { }
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46 chol (const T& a, bool upper = true, bool calc_cond = false)
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47 : m_chol_mat (), m_rcond (0)
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48 {
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49 init (a, upper, calc_cond);
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50 }
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51
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52 chol (const T& a, octave_idx_type& info, bool upper = true,
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53 bool calc_cond = false)
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54 : m_chol_mat (), m_rcond (0)
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55 {
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56 info = init (a, upper, calc_cond);
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57 }
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59 chol (const chol& a)
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60 : m_chol_mat (a.m_chol_mat), m_rcond (a.m_rcond), m_is_upper (a.m_is_upper) { }
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62 chol& operator = (const chol& a)
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63 {
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64 if (this != &a)
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65 {
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66 m_chol_mat = a.m_chol_mat;
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67 m_rcond = a.m_rcond;
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68 m_is_upper = a.m_is_upper;
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69 }
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70
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71 return *this;
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72 }
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73
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74 T chol_matrix (void) const { return m_chol_mat; }
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75
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76 COND_T rcond (void) const { return m_rcond; }
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78 // Compute the inverse of a matrix using the Cholesky factorization.
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79 OCTAVE_API T inverse (void) const;
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81 OCTAVE_API void set (const T& R);
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83 OCTAVE_API void update (const VT& u);
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84
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85 OCTAVE_API octave_idx_type downdate (const VT& u);
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87 OCTAVE_API octave_idx_type insert_sym (const VT& u, octave_idx_type j);
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89 OCTAVE_API void delete_sym (octave_idx_type j);
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91 OCTAVE_API void shift_sym (octave_idx_type i, octave_idx_type j);
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93 private:
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95 T m_chol_mat;
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96
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97 COND_T m_rcond;
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98
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99 bool m_is_upper;
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100
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101 OCTAVE_API octave_idx_type init (const T& a, bool upper, bool calc_cond);
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102 };
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103
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104 template <typename T>
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105 OCTAVE_API T
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106 chol2inv (const T& r);
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107 }
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108 }
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109
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110 #endif