annotate libinterp/corefcn/lu.cc @ 28154:e7fe6703a81f stable

doc: Update documentation for lu(). * lu.cc (Flu): Rename input "thres" to "tresh" for clarity. Use uppercase letters for L,U,P.
author Rik <rik@octave.org>
date Thu, 12 Mar 2020 16:56:18 -0700
parents bd51beb6205e
children 09c071328135 0a5b15007766
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1996-2020 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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25
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include "lu.h"
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31 #include "sparse-lu.h"
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32
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33 #include "defun.h"
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34 #include "error.h"
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35 #include "errwarn.h"
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36 #include "ovl.h"
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37 #include "ov-re-sparse.h"
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38 #include "ov-cx-sparse.h"
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39
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40 template <typename MT>
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41 static octave_value
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42 get_lu_l (const octave::math::lu<MT>& fact)
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43 {
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44 MT L = fact.L ();
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45 if (L.issquare ())
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46 return octave_value (L, MatrixType (MatrixType::Lower));
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47 else
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48 return L;
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49 }
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50
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51 template <typename MT>
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52 static octave_value
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53 get_lu_u (const octave::math::lu<MT>& fact)
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54 {
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55 MT U = fact.U ();
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56 if (U.issquare () && fact.regular ())
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57 return octave_value (U, MatrixType (MatrixType::Upper));
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58 else
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59 return U;
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60 }
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61
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62 DEFUN (lu, args, nargout,
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63 doc: /* -*- texinfo -*-
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64 @deftypefn {} {[@var{L}, @var{U}] =} lu (@var{A})
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65 @deftypefnx {} {[@var{L}, @var{U}, @var{P}] =} lu (@var{A})
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66 @deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} lu (@var{S})
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67 @deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}, @var{R}] =} lu (@var{S})
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68 @deftypefnx {} {[@dots{}] =} lu (@var{S}, @var{thresh})
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69 @deftypefnx {} {@var{y} =} lu (@dots{})
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70 @deftypefnx {} {[@dots{}] =} lu (@dots{}, "vector")
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71 @cindex LU decomposition
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72 Compute the LU@tie{}decomposition of @var{A}.
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73
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74 If @var{A} is full then subroutines from @sc{lapack} are used, and if
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75 @var{A} is sparse then @sc{umfpack} is used.
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76
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77 The result is returned in a permuted form, according to the optional return
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78 value @var{P}. For example, given the matrix @code{@var{A} = [1, 2; 3, 4]},
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79
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80 @example
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81 [@var{L}, @var{U}, @var{P}] = lu (@var{A})
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82 @end example
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83
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84 @noindent
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85 returns
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86
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87 @example
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88 @group
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89 L =
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90
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91 1.00000 0.00000
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92 0.33333 1.00000
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93
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94 U =
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95
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96 3.00000 4.00000
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97 0.00000 0.66667
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98
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99 P =
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100
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101 0 1
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102 1 0
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103 @end group
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104 @end example
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105
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106 The matrix is not required to be square.
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107
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108 When called with two or three output arguments and a sparse input matrix,
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109 @code{lu} does not attempt to perform sparsity preserving column permutations.
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110 Called with a fourth output argument, the sparsity preserving column
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111 transformation @var{Q} is returned, such that
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112 @code{@var{P} * @var{A} * @var{Q} = @var{L} * @var{U}}. This is the
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113 @strong{preferred} way to call @code{lu} with sparse input matrices.
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114
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115 Called with a fifth output argument and a sparse input matrix, @code{lu}
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116 attempts to use a scaling factor @var{R} on the input matrix such that
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117 @code{@var{P} * (@var{R} \ @var{A}) * @var{Q} = @var{L} * @var{U}}.
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118 This typically leads to a sparser and more stable factorization.
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119
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120 An additional input argument @var{thresh} that defines the pivoting
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121 threshold can be given. @var{thresh} can be a scalar, in which case
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122 it defines the @sc{umfpack} pivoting tolerance for both symmetric and
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123 unsymmetric cases. If @var{thresh} is a 2-element vector, then the first
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124 element defines the pivoting tolerance for the unsymmetric @sc{umfpack}
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125 pivoting strategy and the second for the symmetric strategy. By default,
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126 the values defined by @code{spparms} are used ([0.1, 0.001]).
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127
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128 Given the string argument @qcode{"vector"}, @code{lu} returns the values
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129 of @var{P} and @var{Q} as vector values, such that for full matrix,
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130 @code{@var{A}(@var{P},:) = @var{L} * @var{U}}, and @code{@var{R}(@var{P},:)
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131 * @var{A}(:,@var{Q}) = @var{L} * @var{U}}.
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132
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133 With two output arguments, returns the permuted forms of the upper and
112b20240c87 move docstrings in C++ files out of C strings and into comments
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parents: 21724
diff changeset
134 lower triangular matrices, such that @code{@var{A} = @var{L} * @var{U}}.
112b20240c87 move docstrings in C++ files out of C strings and into comments
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parents: 21724
diff changeset
135 With one output argument @var{y}, then the matrix returned by the
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
136 @sc{lapack} routines is returned. If the input matrix is sparse then the
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
137 matrix @var{L} is embedded into @var{U} to give a return value similar to
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
138 the full case. For both full and sparse matrices, @code{lu} loses the
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
139 permutation information.
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
140 @seealso{luupdate, ilu, chol, hess, qr, qz, schur, svd}
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
141 @end deftypefn */)
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142 {
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143 int nargin = args.length ();
23583
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parents: 23582
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144 bool issparse = (nargin > 0 && args(0).issparse ());
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145
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parents: 20898
diff changeset
146 if (nargin < 1 || (issparse && nargin > 3) || (! issparse && nargin > 2))
20802
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parents: 20711
diff changeset
147 print_usage ();
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148
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149 bool vecout = false;
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parents: 27923
diff changeset
150 Matrix thresh;
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diff changeset
151 int n = 1;
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152
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153 while (n < nargin)
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parents: 7017
diff changeset
154 {
18112
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Rik <rik@octave.org>
parents: 18100
diff changeset
155 if (args(n).is_string ())
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parents: 10094
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156 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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157 std::string tmp = args(n++).string_value ();
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158
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parents: 20853
diff changeset
159 if (tmp == "vector")
19743
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parents: 19697
diff changeset
160 vecout = true;
67f2c76f9f4d Remove unnecessary checking of error_state after is_string validation.
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161 else
67f2c76f9f4d Remove unnecessary checking of error_state after is_string validation.
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parents: 19697
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162 error ("lu: unrecognized string argument");
10154
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parents: 10094
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163 }
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164 else
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165 {
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166 if (! issparse)
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parents: 27923
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167 error ("lu: can not define pivoting threshold THRESH for full matrices");
21055
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parents: 20941
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168
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169 Matrix tmp = args(n++).matrix_value ();
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170 if (tmp.numel () == 1)
10154
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parents: 10094
diff changeset
171 {
28154
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172 thresh.resize (1,2);
e7fe6703a81f doc: Update documentation for lu().
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parents: 27923
diff changeset
173 thresh(0) = tmp(0);
e7fe6703a81f doc: Update documentation for lu().
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174 thresh(1) = tmp(0);
10154
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175 }
20555
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parents: 20228
diff changeset
176 else if (tmp.numel () == 2)
28154
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parents: 27923
diff changeset
177 thresh = tmp;
20555
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parents: 20228
diff changeset
178 else
28154
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parents: 27923
diff changeset
179 error ("lu: THRESH must be a 1- or 2-element vector");
10154
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180 }
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181 }
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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parents: 7017
diff changeset
182
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parents: 20853
diff changeset
183 octave_value_list retval;
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
184 bool scale = (nargout == 5);
c07bee629973 2015 Code Sprint: use ovl ().
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parents: 20853
diff changeset
185
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diff changeset
186 octave_value arg = args(0);
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
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diff changeset
187
5275
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parents: 4329
diff changeset
188 octave_idx_type nr = arg.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 4329
diff changeset
189 octave_idx_type nc = arg.columns ();
2928
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diff changeset
190
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diff changeset
191 if (issparse)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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parents: 7017
diff changeset
192 {
23577
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Rik <rik@octave.org>
parents: 23450
diff changeset
193 if (arg.isempty ())
10154
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diff changeset
194 return octave_value_list (5, SparseMatrix ());
7515
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diff changeset
195
23582
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Rik <rik@octave.org>
parents: 23581
diff changeset
196 if (arg.isreal ())
10154
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parents: 10094
diff changeset
197 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 10094
diff changeset
198 SparseMatrix m = arg.sparse_matrix_value ();
7515
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diff changeset
199
18678
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parents: 18497
diff changeset
200 if (nargout < 4)
10154
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John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
201 {
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
202 warning_with_id ("Octave:lu:sparse_input",
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
203 "lu: function may fail when called with less than 4 output arguments and a sparse input");
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
204
20892
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Rik <rik@octave.org>
parents: 20853
diff changeset
205 ColumnVector Qinit (nc);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
206 for (octave_idx_type i = 0; i < nc; i++)
20892
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Rik <rik@octave.org>
parents: 20853
diff changeset
207 Qinit(i) = i;
28154
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Rik <rik@octave.org>
parents: 27923
diff changeset
208 octave::math::sparse_lu<SparseMatrix> fact (m, Qinit, thresh,
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
209 false, true);
7515
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David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
210
18678
6113e0c6920b maint: Clean up extra spaces before/after parentheses.
Rik <rik@octave.org>
parents: 18497
diff changeset
211 if (nargout < 2)
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
212 retval(0) = fact.Y ();
18425
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Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
213 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
214 {
20921
4d3daf7e43f3 eliminate trailing whitespace in source files
John W. Eaton <jwe@octave.org>
parents: 20909
diff changeset
215 retval.resize (nargout == 3 ? 3 : 2);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
216 retval(1)
27276
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
217 = octave_value (fact.U () * fact.Pc_mat ().transpose (),
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
218 MatrixType (MatrixType::Permuted_Upper,
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
219 nc, fact.col_perm ()));
7515
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David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
220
18425
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Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
221 PermMatrix P = fact.Pr_mat ();
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
222 SparseMatrix L = fact.L ();
20892
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parents: 20853
diff changeset
223
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
224 if (nargout == 2)
22407
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
225 retval(0)
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
226 = octave_value (P.transpose () * L,
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
227 MatrixType (MatrixType::Permuted_Lower,
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
228 nr, fact.row_perm ()));
18425
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Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
229 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
230 {
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
231 retval(0) = L;
18678
6113e0c6920b maint: Clean up extra spaces before/after parentheses.
Rik <rik@octave.org>
parents: 18497
diff changeset
232 if (vecout)
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
233 retval(2) = fact.Pr_vec();
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
234 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
235 retval(2) = P;
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
236 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
237 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
238 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
239 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
240 {
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
241 retval.resize (scale ? 5 : 4);
28154
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parents: 27923
diff changeset
242 octave::math::sparse_lu<SparseMatrix> fact (m, thresh, scale);
2928
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diff changeset
243
20892
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parents: 20853
diff changeset
244 retval(0) = octave_value (fact.L (),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
245 MatrixType (MatrixType::Lower));
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
246 retval(1) = octave_value (fact.U (),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
247 MatrixType (MatrixType::Upper));
7515
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parents: 7017
diff changeset
248
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
249 if (vecout)
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
250 {
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
251 retval(2) = fact.Pr_vec ();
19861
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Rik <rik@octave.org>
parents: 19743
diff changeset
252 retval(3) = fact.Pc_vec ();
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
253 }
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
254 else
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
255 {
20892
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parents: 20853
diff changeset
256 retval(2) = fact.Pr_mat ();
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
257 retval(3) = fact.Pc_mat ();
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
258 }
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
259
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
260 if (scale)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
261 retval(4) = fact.R ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
262 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
263 }
23581
c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex.
Rik <rik@octave.org>
parents: 23577
diff changeset
264 else if (arg.iscomplex ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
265 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
266 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
2928
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jwe
parents:
diff changeset
267
18678
6113e0c6920b maint: Clean up extra spaces before/after parentheses.
Rik <rik@octave.org>
parents: 18497
diff changeset
268 if (nargout < 4)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
269 {
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
270 warning_with_id ("Octave:lu:sparse_input",
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
271 "lu: function may fail when called with less than 4 output arguments and a sparse input");
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
272
20892
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parents: 20853
diff changeset
273 ColumnVector Qinit (nc);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
274 for (octave_idx_type i = 0; i < nc; i++)
20892
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Rik <rik@octave.org>
parents: 20853
diff changeset
275 Qinit(i) = i;
22407
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
276 octave::math::sparse_lu<SparseComplexMatrix> fact (m, Qinit,
28154
e7fe6703a81f doc: Update documentation for lu().
Rik <rik@octave.org>
parents: 27923
diff changeset
277 thresh, false,
22407
34ce5be04942 maint: Style check C++ code in libinterp/.
Rik <rik@octave.org>
parents: 22372
diff changeset
278 true);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
279
18678
6113e0c6920b maint: Clean up extra spaces before/after parentheses.
Rik <rik@octave.org>
parents: 18497
diff changeset
280 if (nargout < 2)
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
281 retval(0) = fact.Y ();
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
282 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
283 {
20921
4d3daf7e43f3 eliminate trailing whitespace in source files
John W. Eaton <jwe@octave.org>
parents: 20909
diff changeset
284 retval.resize (nargout == 3 ? 3 : 2);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
285 retval(1)
27276
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
286 = octave_value (fact.U () * fact.Pc_mat ().transpose (),
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
287 MatrixType (MatrixType::Permuted_Upper,
7455523fdf01 style fixes: avoid breaking lines immediately after '('
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
288 nc, fact.col_perm ()));
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
289
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
290 PermMatrix P = fact.Pr_mat ();
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
291 SparseComplexMatrix L = fact.L ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
292 if (nargout == 2)
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
293 retval(0)
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
294 = octave_value (P.transpose () * L,
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
295 MatrixType (MatrixType::Permuted_Lower,
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
296 nr, fact.row_perm ()));
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
297 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
298 {
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
299 retval(0) = L;
18678
6113e0c6920b maint: Clean up extra spaces before/after parentheses.
Rik <rik@octave.org>
parents: 18497
diff changeset
300 if (vecout)
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
301 retval(2) = fact.Pr_vec();
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
302 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
303 retval(2) = P;
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
304 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
305 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
306 }
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
307 else
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
308 {
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
309 retval.resize (scale ? 5 : 4);
28154
e7fe6703a81f doc: Update documentation for lu().
Rik <rik@octave.org>
parents: 27923
diff changeset
310 octave::math::sparse_lu<SparseComplexMatrix> fact (m, thresh,
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
311 scale);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
312
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
313 retval(0) = octave_value (fact.L (),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
314 MatrixType (MatrixType::Lower));
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
315 retval(1) = octave_value (fact.U (),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
316 MatrixType (MatrixType::Upper));
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
317
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
318 if (vecout)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
319 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
320 retval(2) = fact.Pr_vec ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
321 retval(3) = fact.Pc_vec ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
322 }
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
323 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
324 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
325 retval(2) = fact.Pr_mat ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
326 retval(3) = fact.Pc_mat ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
327 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
328
19861
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
329 if (scale)
19755f4fc851 maint: Cleanup C++ code to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19743
diff changeset
330 retval(4) = fact.R ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
331 }
18427
93c019f00e59 maint: whitespace fixes for libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18426
diff changeset
332
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
333 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
334 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 21055
diff changeset
335 err_wrong_type_arg ("lu", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
336 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
337 else
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
338 {
23577
80c42f4cca13 maint: Deprecate is_empty and replace with isempty.
Rik <rik@octave.org>
parents: 23450
diff changeset
339 if (arg.isempty ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
340 return octave_value_list (3, Matrix ());
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
341
23582
0cc2011d800e maint: Deprecate is_real_type and replace with isreal.
Rik <rik@octave.org>
parents: 23581
diff changeset
342 if (arg.isreal ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
343 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
344 if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
345 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
346 FloatMatrix m = arg.float_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
347
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
348 octave::math::lu<FloatMatrix> fact (m);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
349
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
350 switch (nargout)
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
351 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
352 case 0:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
353 case 1:
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
354 retval = ovl (fact.Y ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
355 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
356
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
357 case 2:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
358 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
359 PermMatrix P = fact.P ();
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
360 FloatMatrix L = P.transpose () * fact.L ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
361 retval = ovl (L, get_lu_u (fact));
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
362 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
363 break;
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
364
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
365 case 3:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
366 default:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
367 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
368 if (vecout)
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
369 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
370 fact.P_vec ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
371 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
372 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
373 fact.P ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
374 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
375 break;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
376 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
377 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
378 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
379 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
380 Matrix m = arg.matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
381
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
382 octave::math::lu<Matrix> fact (m);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
383
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
384 switch (nargout)
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
385 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
386 case 0:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
387 case 1:
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
388 retval = ovl (fact.Y ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
389 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
390
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
391 case 2:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
392 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
393 PermMatrix P = fact.P ();
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
394 Matrix L = P.transpose () * fact.L ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
395 retval = ovl (L, get_lu_u (fact));
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
396 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
397 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
398
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
399 case 3:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
400 default:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
401 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
402 if (vecout)
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
403 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
404 fact.P_vec ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
405 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
406 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
407 fact.P ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
408 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
409 break;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
410 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
411 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
412 }
23581
c3075ae020e1 maint: Deprecate is_complex_type and replace with iscomplex.
Rik <rik@octave.org>
parents: 23577
diff changeset
413 else if (arg.iscomplex ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
414 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
415 if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
416 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
417 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
418
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
419 octave::math::lu<FloatComplexMatrix> fact (m);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
420
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
421 switch (nargout)
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
422 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
423 case 0:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
424 case 1:
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
425 retval = ovl (fact.Y ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
426 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
427
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
428 case 2:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
429 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
430 PermMatrix P = fact.P ();
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
431 FloatComplexMatrix L = P.transpose () * fact.L ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
432 retval = ovl (L, get_lu_u (fact));
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
433 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
434 break;
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
435
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
436 case 3:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
437 default:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
438 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
439 if (vecout)
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
440 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
441 fact.P_vec ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
442 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
443 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
444 fact.P ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
445 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
446 break;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
447 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
448 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
449 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
450 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
451 ComplexMatrix m = arg.complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
452
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
453 octave::math::lu<ComplexMatrix> fact (m);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
454
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
455 switch (nargout)
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
456 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
457 case 0:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
458 case 1:
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
459 retval = ovl (fact.Y ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
460 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
461
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
462 case 2:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
463 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
464 PermMatrix P = fact.P ();
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
465 ComplexMatrix L = P.transpose () * fact.L ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
466 retval = ovl (L, get_lu_u (fact));
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
467 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
468 break;
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7515
diff changeset
469
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
470 case 3:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
471 default:
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
472 {
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
473 if (vecout)
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
474 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
475 fact.P_vec ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
476 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
477 retval = ovl (get_lu_l (fact), get_lu_u (fact),
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
478 fact.P ());
20555
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
479 }
f90c8372b7ba eliminate many more simple uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20228
diff changeset
480 break;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
481 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
482 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 10094
diff changeset
483 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
484 else
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 21055
diff changeset
485 err_wrong_type_arg ("lu", arg);
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
486 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
487
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
488 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
489 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
490
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
491 /*
21317
a4faec57f4c8 maint: remove semicolon after %!assert tests to follow Octave conventions.
Rik <rik@octave.org>
parents: 21301
diff changeset
492 %!assert(lu ([1, 2; 3, 4]), [3, 4; 1/3, 2/3], eps)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
493
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
494 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
495 %! [l, u] = lu ([1, 2; 3, 4]);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
496 %! assert (l, [1/3, 1; 1, 0], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
497 %! assert (u, [3, 4; 0, 2/3], sqrt (eps));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
498
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
499 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
500 %! [l, u, p] = lu ([1, 2; 3, 4]);
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
501 %! assert (l, [1, 0; 1/3, 1], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
502 %! assert (u, [3, 4; 0, 2/3], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
503 %! assert (p(:,:), [0, 1; 1, 0], sqrt (eps));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
504
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
505 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
506 %! [l, u, p] = lu ([1, 2; 3, 4], "vector");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
507 %! assert (l, [1, 0; 1/3, 1], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
508 %! assert (u, [3, 4; 0, 2/3], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
509 %! assert (p, [2;1], sqrt (eps));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
510
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
511 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
512 %! [l, u, p] = lu ([1, 2; 3, 4; 5, 6]);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
513 %! assert (l, [1, 0; 1/5, 1; 3/5, 1/2], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
514 %! assert (u, [5, 6; 0, 4/5], sqrt (eps));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
515 %! assert (p(:,:), [0, 0, 1; 1, 0, 0; 0 1 0], sqrt (eps));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
516
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
517 %!assert (lu (single ([1, 2; 3, 4])), single ([3, 4; 1/3, 2/3]), eps ("single"))
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
518
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
519 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
520 %! [l, u] = lu (single ([1, 2; 3, 4]));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
521 %! assert (l, single ([1/3, 1; 1, 0]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
522 %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
523
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
524 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
525 %! [l, u, p] = lu (single ([1, 2; 3, 4]));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
526 %! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
527 %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
528 %! assert (p(:,:), single ([0, 1; 1, 0]), sqrt (eps ("single")));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
529
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
530 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
531 %! [l, u, p] = lu (single ([1, 2; 3, 4]), "vector");
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
532 %! assert (l, single ([1, 0; 1/3, 1]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
533 %! assert (u, single ([3, 4; 0, 2/3]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
534 %! assert (p, single ([2;1]), sqrt (eps ("single")));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
535
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
536 %!test
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
537 %! [l u p] = lu (single ([1, 2; 3, 4; 5, 6]));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
538 %! assert (l, single ([1, 0; 1/5, 1; 3/5, 1/2]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
539 %! assert (u, single ([5, 6; 0, 4/5]), sqrt (eps ("single")));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
540 %! assert (p(:,:), single ([0, 0, 1; 1, 0, 0; 0 1 0]), sqrt (eps ("single")));
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
541
18488
4c2465444a96 Use %!testif HAVE_UMFPACK for sparse lu test added in cset 2a45b6b87bee
Mike Miller <mtmiller@ieee.org>
parents: 18427
diff changeset
542 %!testif HAVE_UMFPACK
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
543 %! Bi = [1 2 3 4 5 2 3 6 7 8 4 5 7 8 9];
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
544 %! Bj = [1 3 4 5 6 7 8 9 11 12 13 14 15 16 17];
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
545 %! Bv = [1 1 1 1 1 1 -1 1 1 1 1 -1 1 -1 1];
18427
93c019f00e59 maint: whitespace fixes for libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18426
diff changeset
546 %! B = sparse (Bi, Bj, Bv);
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
547 %! warning ("off", "Octave:lu:sparse_input", "local");
18427
93c019f00e59 maint: whitespace fixes for libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18426
diff changeset
548 %! [L, U] = lu (B);
18426
807e21ebddd5 maint: Style fixes for tests in libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18425
diff changeset
549 %! assert (L*U, B);
18427
93c019f00e59 maint: whitespace fixes for libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18426
diff changeset
550 %! [L, U, P] = lu(B);
18426
807e21ebddd5 maint: Style fixes for tests in libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18425
diff changeset
551 %! assert (P'*L*U, B);
18427
93c019f00e59 maint: whitespace fixes for libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18426
diff changeset
552 %! [L, U, P, Q] = lu (B);
18426
807e21ebddd5 maint: Style fixes for tests in libinterp/corefcn/lu.cc
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents: 18425
diff changeset
553 %! assert (P'*L*U*Q', B);
18425
2a45b6b87bee correct numerical errors in sparse LU factorization (bug #41116).
Michael C. Grant <mcg@cvxr.com>
parents: 17787
diff changeset
554
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
555 %!error lu ()
25095
71ed409b2ffb Change lu BIST test to use testif HAVE_UMFPACK.
Rik <rik@octave.org>
parents: 25054
diff changeset
556 %!testif HAVE_UMFPACK
71ed409b2ffb Change lu BIST test to use testif HAVE_UMFPACK.
Rik <rik@octave.org>
parents: 25054
diff changeset
557 %! fail ("[l,u] = lu (sparse (magic (3)))", "warning", "function may fail");
25037
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
558 %!error <can not define pivoting threshold> lu ([1, 2; 3, 4], 2)
1c077d652c57 Add new warning ID and message when lu is called with sparse input incorrectly (bug #53390).
Rik <rik@octave.org>
parents: 25036
diff changeset
559
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
560 */
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
561
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
562 static
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
563 bool check_lu_dims (const octave_value& l, const octave_value& u,
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
564 const octave_value& p)
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
565 {
18100
6a71e5030df5 Follow coding convention of defining and initializing only 1 variable per line in liboctinterp.
Rik <rik@octave.org>
parents: 17787
diff changeset
566 octave_idx_type m = l.rows ();
6a71e5030df5 Follow coding convention of defining and initializing only 1 variable per line in liboctinterp.
Rik <rik@octave.org>
parents: 17787
diff changeset
567 octave_idx_type k = u.rows ();
6a71e5030df5 Follow coding convention of defining and initializing only 1 variable per line in liboctinterp.
Rik <rik@octave.org>
parents: 17787
diff changeset
568 octave_idx_type n = u.columns ();
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
569
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
570 return ((l.ndims () == 2 && u.ndims () == 2 && k == l.columns ())
19864
17d647821d61 maint: More cleanup of C++ code to follow Octave coding conventions.
John W. Eaton <jwe@octave.org>
parents: 19861
diff changeset
571 && k == std::min (m, n)
17d647821d61 maint: More cleanup of C++ code to follow Octave coding conventions.
John W. Eaton <jwe@octave.org>
parents: 19861
diff changeset
572 && (p.is_undefined () || p.rows () == m));
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
573 }
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
574
15039
e753177cde93 maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory
Rik <rik@octave.org>
parents: 14854
diff changeset
575 DEFUN (luupdate, args, ,
21966
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
576 doc: /* -*- texinfo -*-
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
577 @deftypefn {} {[@var{L}, @var{U}] =} luupdate (@var{L}, @var{U}, @var{x}, @var{y})
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
578 @deftypefnx {} {[@var{L}, @var{U}, @var{P}] =} luupdate (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
579 Given an LU@tie{}factorization of a real or complex matrix
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
580 @w{@var{A} = @var{L}*@var{U}}, @var{L}@tie{}lower unit trapezoidal and
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
581 @var{U}@tie{}upper trapezoidal, return the LU@tie{}factorization
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
582 of @w{@var{A} + @var{x}*@var{y}.'}, where @var{x} and @var{y} are
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
583 column vectors (rank-1 update) or matrices with equal number of columns
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
584 (rank-k update).
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
585
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
586 Optionally, row-pivoted updating can be used by supplying a row permutation
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
587 (pivoting) matrix @var{P}; in that case, an updated permutation matrix is
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
588 returned. Note that if @var{L}, @var{U}, @var{P} is a pivoted
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
589 LU@tie{}factorization as obtained by @code{lu}:
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
590
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
591 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
592 [@var{L}, @var{U}, @var{P}] = lu (@var{A});
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
593 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
594
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
595 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
596 then a factorization of @tcode{@var{A}+@var{x}*@var{y}.'} can be obtained
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
597 either as
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
598
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
599 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
600 [@var{L1}, @var{U1}] = lu (@var{L}, @var{U}, @var{P}*@var{x}, @var{y})
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
601 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
602
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
603 @noindent
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
604 or
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
605
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
606 @example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
607 [@var{L1}, @var{U1}, @var{P1}] = lu (@var{L}, @var{U}, @var{P}, @var{x}, @var{y})
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
608 @end example
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
609
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
610 The first form uses the unpivoted algorithm, which is faster, but less
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
611 stable. The second form uses a slower pivoted algorithm, which is more
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
612 stable.
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
613
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
614 The matrix case is done as a sequence of rank-1 updates; thus, for large
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
615 enough k, it will be both faster and more accurate to recompute the
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
616 factorization from scratch.
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
617 @seealso{lu, cholupdate, qrupdate}
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21724
diff changeset
618 @end deftypefn */)
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
619 {
20816
b16bcd7a2a33 Use int rather than octave_idx_type for nargin data type.
Rik <rik@octave.org>
parents: 20812
diff changeset
620 int nargin = args.length ();
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
621
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
622 if (nargin != 4 && nargin != 5)
20802
8bb38ba1bad6 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20711
diff changeset
623 print_usage ();
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
624
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20802
diff changeset
625 bool pivoted = (nargin == 5);
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20802
diff changeset
626
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
627 octave_value argl = args(0);
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
628 octave_value argu = args(1);
23450
855122b993da maint: Wrap tertiary operator in parentheses "(COND ? x : y)".
Rik <rik@octave.org>
parents: 23220
diff changeset
629 octave_value argp = (pivoted ? args(2) : octave_value ());
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
630 octave_value argx = args(2 + pivoted);
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
631 octave_value argy = args(3 + pivoted);
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
632
23586
f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric.
Rik <rik@octave.org>
parents: 23583
diff changeset
633 if (! (argl.isnumeric () && argu.isnumeric ()
f6c5db0a02e7 maint: Deprecate is_numeric_type and replace with isnumeric.
Rik <rik@octave.org>
parents: 23583
diff changeset
634 && argx.isnumeric () && argy.isnumeric ()
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
635 && (! pivoted || argp.is_perm_matrix ())))
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
636 error ("luupdate: L, U, X, and Y must be numeric");
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
637
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
638 if (! check_lu_dims (argl, argu, argp))
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
639 error ("luupdate: dimension mismatch");
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
640
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
641 PermMatrix P = (pivoted
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
642 ? argp.perm_matrix_value ()
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
643 : PermMatrix::eye (argl.rows ()));
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
644
23582
0cc2011d800e maint: Deprecate is_real_type and replace with isreal.
Rik <rik@octave.org>
parents: 23581
diff changeset
645 if (argl.isreal () && argu.isreal ()
0cc2011d800e maint: Deprecate is_real_type and replace with isreal.
Rik <rik@octave.org>
parents: 23581
diff changeset
646 && argx.isreal () && argy.isreal ())
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
647 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
648 // all real case
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
649 if (argl.is_single_type () || argu.is_single_type ()
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
650 || argx.is_single_type () || argy.is_single_type ())
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
651 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
652 FloatMatrix L = argl.float_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
653 FloatMatrix U = argu.float_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
654 FloatMatrix x = argx.float_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
655 FloatMatrix y = argy.float_matrix_value ();
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
656
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
657 octave::math::lu<FloatMatrix> fact (L, U, P);
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
658 if (pivoted)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
659 fact.update_piv (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
660 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
661 fact.update (x, y);
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
662
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
663 if (pivoted)
20898
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
664 return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
665 else
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
666 return ovl (get_lu_l (fact), get_lu_u (fact));
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
667 }
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
668 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
669 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
670 Matrix L = argl.matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
671 Matrix U = argu.matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
672 Matrix x = argx.matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
673 Matrix y = argy.matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
674
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
675 octave::math::lu<Matrix> fact (L, U, P);
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
676 if (pivoted)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
677 fact.update_piv (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
678 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
679 fact.update (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
680
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
681 if (pivoted)
20898
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
682 return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
683 else
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
684 return ovl (get_lu_l (fact), get_lu_u (fact));
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
685 }
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
686 }
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
687 else
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
688 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
689 // complex case
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
690 if (argl.is_single_type () || argu.is_single_type ()
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
691 || argx.is_single_type () || argy.is_single_type ())
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
692 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
693 FloatComplexMatrix L = argl.float_complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
694 FloatComplexMatrix U = argu.float_complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
695 FloatComplexMatrix x = argx.float_complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
696 FloatComplexMatrix y = argy.float_complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
697
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
698 octave::math::lu<FloatComplexMatrix> fact (L, U, P);
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
699 if (pivoted)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
700 fact.update_piv (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
701 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
702 fact.update (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
703
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
704 if (pivoted)
20898
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
705 return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
706 else
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
707 return ovl (get_lu_l (fact), get_lu_u (fact));
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
708 }
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
709 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
710 {
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
711 ComplexMatrix L = argl.complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
712 ComplexMatrix U = argu.complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
713 ComplexMatrix x = argx.complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
714 ComplexMatrix y = argy.complex_matrix_value ();
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
715
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
716 octave::math::lu<ComplexMatrix> fact (L, U, P);
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
717 if (pivoted)
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
718 fact.update_piv (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
719 else
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
720 fact.update (x, y);
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
721
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
722 if (pivoted)
20898
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
723 return ovl (get_lu_l (fact), get_lu_u (fact), fact.P ());
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
724 else
8da80da1ac37 maint: Use ovl() more places in the code.
Rik <rik@octave.org>
parents: 20892
diff changeset
725 return ovl (get_lu_l (fact), get_lu_u (fact));
20892
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
726 }
c07bee629973 2015 Code Sprint: use ovl ().
Rik <rik@octave.org>
parents: 20853
diff changeset
727 }
9708
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
728 }
6f3ffe11d926 implement luupdate
Jaroslav Hajek <highegg@gmail.com>
parents: 9209
diff changeset
729
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
730 /*
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
731 %!shared A, u, v, Ac, uc, vc
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
732 %! A = [0.091364 0.613038 0.999083;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
733 %! 0.594638 0.425302 0.603537;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
734 %! 0.383594 0.291238 0.085574;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
735 %! 0.265712 0.268003 0.238409;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
736 %! 0.669966 0.743851 0.445057 ];
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
737 %!
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
738 %! u = [0.85082;
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
739 %! 0.76426;
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
740 %! 0.42883;
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
741 %! 0.53010;
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
742 %! 0.80683 ];
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
743 %!
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
744 %! v = [0.98810;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
745 %! 0.24295;
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
746 %! 0.43167 ];
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
747 %!
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
748 %! Ac = [0.620405 + 0.956953i 0.480013 + 0.048806i 0.402627 + 0.338171i;
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
749 %! 0.589077 + 0.658457i 0.013205 + 0.279323i 0.229284 + 0.721929i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
750 %! 0.092758 + 0.345687i 0.928679 + 0.241052i 0.764536 + 0.832406i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
751 %! 0.912098 + 0.721024i 0.049018 + 0.269452i 0.730029 + 0.796517i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
752 %! 0.112849 + 0.603871i 0.486352 + 0.142337i 0.355646 + 0.151496i ];
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
753 %!
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
754 %! uc = [0.20351 + 0.05401i;
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
755 %! 0.13141 + 0.43708i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
756 %! 0.29808 + 0.08789i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
757 %! 0.69821 + 0.38844i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
758 %! 0.74871 + 0.25821i ];
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
759 %!
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
760 %! vc = [0.85839 + 0.29468i;
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
761 %! 0.20820 + 0.93090i;
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
762 %! 0.86184 + 0.34689i ];
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
763 %!
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
764
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
765 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
766 %! [L,U,P] = lu (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
767 %! [L,U] = luupdate (L,U,P*u,v);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
768 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
769 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
770 %! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
771 %!
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
772 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
773 %! [L,U,P] = lu (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
774 %! [L,U] = luupdate (L,U,P*uc,vc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
775 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
776 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
777 %! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps);
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
778
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
779 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
780 %! [L,U,P] = lu (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
781 %! [L,U] = luupdate (L,U,P*single (u), single (v));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
782 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
783 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
784 %! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
785 %!
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
786 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
787 %! [L,U,P] = lu (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
788 %! [L,U] = luupdate (L,U,P*single (uc),single (vc));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
789 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
790 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
791 %! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single"));
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
792
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
793 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
794 %! [L,U,P] = lu (A);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
795 %! [L,U,P] = luupdate (L,U,P,u,v);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
796 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
797 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
798 %! assert (norm (vec (P'*L*U - A - u*v.'), Inf) < norm (A)*1e1*eps);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
799 %!
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
800 %!testif HAVE_QRUPDATE_LUU
18849
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
801 %! [L,U,P] = lu (A);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
802 %! [~,ordcols] = max (P,[],1);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
803 %! [~,ordrows] = max (P,[],2);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
804 %! P1 = eye (size(P))(:,ordcols);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
805 %! P2 = eye (size(P))(ordrows,:);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
806 %! assert(P1 == P);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
807 %! assert(P2 == P);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
808 %! [L,U,P] = luupdate (L,U,P,u,v);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
809 %! [L,U,P1] = luupdate (L,U,P1,u,v);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
810 %! [L,U,P2] = luupdate (L,U,P2,u,v);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
811 %! assert(P1 == P);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
812 %! assert(P2 == P);
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
813 %!
aa9ca67f09fb make all permutation matrices column permutations (bug #42418)
David Spies <dnspies@gmail.com>
parents: 18678
diff changeset
814 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
815 %! [L,U,P] = lu (Ac);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
816 %! [L,U,P] = luupdate (L,U,P,uc,vc);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
817 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
818 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
819 %! assert (norm (vec (P'*L*U - Ac - uc*vc.'), Inf) < norm (Ac)*1e1*eps);
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
820
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
821 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
822 %! [L,U,P] = lu (single (A));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
823 %! [L,U,P] = luupdate (L,U,P,single (u),single (v));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
824 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
825 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
826 %! assert (norm (vec (P'*L*U - single (A) - single (u)*single (v).'), Inf) < norm (single (A))*1e1*eps ("single"));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11572
diff changeset
827 %!
10094
ab1101011a6d lu.cc: avoid test failures if HAVE_QRUPDATE_LUU is not defined
John W. Eaton <jwe@octave.org>
parents: 10080
diff changeset
828 %!testif HAVE_QRUPDATE_LUU
14501
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
829 %! [L,U,P] = lu (single (Ac));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
830 %! [L,U,P] = luupdate (L,U,P,single (uc),single (vc));
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
831 %! assert (norm (vec (tril (L)-L), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
832 %! assert (norm (vec (triu (U)-U), Inf) == 0);
60e5cf354d80 Update %!tests in DLD-FUNCTIONS/ directory with Octave coding conventions.
Rik <octave@nomad.inbox5.com>
parents: 14361
diff changeset
833 %! assert (norm (vec (P'*L*U - single (Ac) - single (uc)*single (vc).'), Inf) < norm (single (Ac))*1e1*eps ("single"));
10080
cf70ee43077c add tests for LU updating
Jaroslav Hajek <highegg@gmail.com>
parents: 9724
diff changeset
834 */