octave: liboctave/numeric/chol.cc annotate

annotate liboctave/numeric/chol.cc @ 31605:e88a07dec498 stable

maint: Use macros to begin/end C++ namespaces. * oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE, OCTAVE_END_NAMESPACE) that can be used to start/end a namespace. * mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc, auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc, display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc, ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc, help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc, latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h, mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc, pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh, mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc, cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h, cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h, cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc, ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h, anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h, comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc, oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h, pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h, pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc, pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h, range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h, lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h, oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.

author	Rik <rik@octave.org>
date	Thu, 01 Dec 2022 14:23:45 -0800
parents	796f54d4ddbf
children	aac27ad79be6

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ////////////////////////////////////////////////////////////////////////
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 //
30564 796f54d4ddbf update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 30394 diff changeset	3 // Copyright (C) 1994-2022 The Octave Project Developers
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	4 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 // See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 // distribution or <https://octave.org/copyright/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	7 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	8 // This file is part of Octave.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	9 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	10 // Octave is free software: you can redistribute it and/or modify it
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	11 // under the terms of the GNU General Public License as published by
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	12 // the Free Software Foundation, either version 3 of the License, or
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	13 // (at your option) any later version.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	14 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	15 // Octave is distributed in the hope that it will be useful, but
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	16 // WITHOUT ANY WARRANTY; without even the implied warranty of
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	18 // GNU General Public License for more details.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	19 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	20 // You should have received a copy of the GNU General Public License
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	21 // along with Octave; see the file COPYING. If not, see
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	22 // <https://www.gnu.org/licenses/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ////////////////////////////////////////////////////////////////////////
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	25
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	26 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21285 diff changeset	27 # include "config.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	28 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	29
23475 d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	30 #include "Array.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	31 #include "CColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	32 #include "CMatrix.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	33 #include "chol.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	34 #include "dColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	35 #include "dMatrix.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	36 #include "fCColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	37 #include "fCMatrix.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	38 #include "fColVector.h"
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	39 #include "fMatrix.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	40 #include "lo-error.h"
22322 93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	41 #include "lo-lapack-proto.h"
93b3cdd36854 move most f77 function decls to separate header files John W. Eaton <jwe@octave.org> parents: 22317 diff changeset	42 #include "lo-qrupdate-proto.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	43 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	44 #include "oct-norm.h"
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	45
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	46 #if ! defined (HAVE_QRUPDATE)
21285 d3b265a83adc make building without qrupdate work again John W. Eaton <jwe@octave.org> parents: 21270 diff changeset	47 # include "qr.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	48 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	49
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	50 OCTAVE_BEGIN_NAMESPACE(octave)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	51
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	52 static Matrix
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	53 chol2inv_internal (const Matrix& r, bool is_upper = true)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	54 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	55 Matrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	56
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	57 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	58 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	59
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	60 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	61 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	62
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	63 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	64 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	65
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	66 Matrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	67 double *v = tmp.fortran_vec ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	68
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	69 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	70 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	71 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	72 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	73 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	74 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	75 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	76 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	77
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	78 // FIXME: Should we check info exit value and possibly report an error?
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	79
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	80 // If someone thinks of a more graceful way of doing this
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	81 // (or faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	82
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	83 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	84 {
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	85 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	86 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	87 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	88 tmp.xelem (i, j) = tmp.xelem (j, i);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	89 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	90 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	91 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	92 tmp.xelem (j, i) = tmp.xelem (i, j);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	93 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	94
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	95 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	96
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	97 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	98 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	99
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	100 static FloatMatrix
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	101 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	102 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	103 FloatMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	104
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	105 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	106 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	107
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	108 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	109 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	110
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	111 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	112 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	113
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	114 FloatMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	115 float *v = tmp.fortran_vec ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	116
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	117 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	118 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	119 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	120 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	121 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	122 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	123 v, n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	124 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	125
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	126 // FIXME: Should we check info exit value and possibly report an error?
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	127
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	128 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	129 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	130
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	131 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	132 {
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	133 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	134 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	135 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	136 tmp.xelem (i, j) = tmp.xelem (j, i);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	137 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	138 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	139 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	140 tmp.xelem (j, i) = tmp.xelem (i, j);
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	141 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	142
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	143 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	144
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	145 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	146 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	147
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	148 static ComplexMatrix
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	149 chol2inv_internal (const ComplexMatrix& r, bool is_upper = true)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	150 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	151 ComplexMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	152
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	153 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	154 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	155
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	156 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	157 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	158
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	159 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	160 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	161
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	162 ComplexMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	163
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	164 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	165 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	166 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	167 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	168 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	169 F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	170 F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	171 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	172
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	173 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	174 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	175
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	176 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	177 {
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	178 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	179 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	180 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	181 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	182 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	183 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	184 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	185 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	186 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	187
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	188 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	189
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	190 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	191 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	192
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	193 static FloatComplexMatrix
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	194 chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	195 {
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	196 FloatComplexMatrix retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	197
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	198 octave_idx_type r_nr = r.rows ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	199 octave_idx_type r_nc = r.cols ();
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	200
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	201 if (r_nr != r_nc)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	202 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	203
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 27101 diff changeset	204 F77_INT n = to_f77_int (r_nc);
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	205 F77_INT info;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	206
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	207 FloatComplexMatrix tmp = r;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	208
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	209 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	210 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	211 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	212 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	213 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	214 F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	215 F77_CMPLX_ARG (tmp.fortran_vec ()), n, info
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	216 F77_CHAR_ARG_LEN (1)));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	217
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	218 // If someone thinks of a more graceful way of doing this (or
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	219 // faster for that matter :-)), please let me know!
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	220
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	221 if (n > 1)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	222 {
30035 9fa1d8dd3a23 maint: Reverse "m_" conversions of function parameters in cset e156fce82e00. Rik <rik@octave.org> parents: 30032 diff changeset	223 if (is_upper)
27101 097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	224 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	225 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	226 tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	227 else
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	228 for (octave_idx_type j = 0; j < r_nc; j++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	229 for (octave_idx_type i = j+1; i < r_nr; i++)
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	230 tmp.xelem (j, i) = std::conj (tmp.xelem (i, j));
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	231 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	232
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	233 retval = tmp;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	234
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	235 return retval;
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	236 }
097774bed4ed move some static functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 26385 diff changeset	237
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	238 OCTAVE_BEGIN_NAMESPACE(math)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	239
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	240 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	241 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	242 chol2inv (const T& r)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	243 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	244 return chol2inv_internal (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	245 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	246
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	247 // Compute the inverse of a matrix using the Cholesky factorization.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	248 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	249 T
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	250 chol<T>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	251 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	252 return chol2inv_internal (m_chol_mat, m_is_upper);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	253 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	254
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	255 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	256 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	257 chol<T>::set (const T& R)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	258 {
23593 a8361bc2361a maint: Deprecate is_square and replace with issquare. Rik <rik@octave.org> parents: 23475 diff changeset	259 if (! R.issquare ())
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	260 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	261
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	262 m_chol_mat = R;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	263 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	264
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	265 #if ! defined (HAVE_QRUPDATE)
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	266
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	267 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	268 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	269 chol<T>::update (const VT& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	270 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	271 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	272
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	273 octave_idx_type n = m_chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	274
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	275 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	276 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	277
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	278 init (m_chol_mat.hermitian () * m_chol_mat + T (u) * T (u).hermitian (),
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	279 true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	280 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	281
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	282 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	283 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	284 singular (const T& a)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	285 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	286 static typename T::element_type zero (0);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	287 for (octave_idx_type i = 0; i < a.rows (); i++)
30394 f3f3e3793fb5 maint: style check C++ files in liboctave/ ahead of 7.1 release. Rik <rik@octave.org> parents: 30035 diff changeset	288 if (a(i, i) == zero) return true;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	289 return false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	290 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	291
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	292 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	293 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	294 chol<T>::downdate (const VT& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	295 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	296 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	297
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	298 octave_idx_type info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	299
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	300 octave_idx_type n = m_chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	301
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	302 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	303 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	304
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	305 if (singular (m_chol_mat))
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	306 info = 2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	307 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	308 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	309 info = init (m_chol_mat.hermitian () * m_chol_mat
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	310 - T (u) * T (u).hermitian (), true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	311 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	312 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	313
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	314 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	315 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	316
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	317 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	318 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	319 chol<T>::insert_sym (const VT& u, octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	320 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	321 static typename T::element_type zero (0);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	322
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	323 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	324
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	325 octave_idx_type info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	326
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	327 octave_idx_type n = m_chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	328
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	329 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	330 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	331 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	332 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	333
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	334 if (singular (m_chol_mat))
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	335 info = 2;
23708 750e42a35adc Use imag, real, arg from std library for Complex types. Rik <rik@octave.org> parents: 23696 diff changeset	336 else if (std::imag (u(j)) != zero)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	337 info = 3;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	338 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	339 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	340 T a = m_chol_mat.hermitian () * m_chol_mat;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	341 T a1 (n+1, n+1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	342 for (octave_idx_type k = 0; k < n+1; k++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	343 for (octave_idx_type l = 0; l < n+1; l++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	344 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	345 if (l == j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	346 a1(k, l) = u(k);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	347 else if (k == j)
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	348 a1(k, l) = math::conj (u(l));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	349 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	350 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	351 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	352 info = init (a1, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	353 if (info) info = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	354 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	355
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	356 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	357 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	358
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	359 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	360 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	361 chol<T>::delete_sym (octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	362 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	363 warn_qrupdate_once ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	364
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	365 octave_idx_type n = m_chol_mat.rows ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	366
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	367 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	368 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	369
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	370 T a = m_chol_mat.hermitian () * m_chol_mat;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	371 a.delete_elements (1, idx_vector (j));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	372 a.delete_elements (0, idx_vector (j));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	373 init (a, true, false);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	374 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	375
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	376 template <typename T>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	377 void
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	378 chol<T>::shift_sym (octave_idx_type i, octave_idx_type j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	379 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	380 warn_qrupdate_once ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	381
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	382 octave_idx_type n = m_chol_mat.rows ();
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	383
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	384 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	385 (*current_liboctave_error_handler) ("cholshift: index out of range");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	386
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	387 T a = m_chol_mat.hermitian () * m_chol_mat;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	388 Array<octave_idx_type> p (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	389 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	390 if (i < j)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	391 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	392 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	393 p(j) = i;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	394 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	395 else if (j < i)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	396 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	397 p(j) = i;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	398 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	399 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	400
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	401 init (a.index (idx_vector (p), idx_vector (p)), true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	402 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	403
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	404 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	405
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	406 // Specializations.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	407
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	408 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	409 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	410 chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	411 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	412 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	413 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	414
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	415 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	416 (*current_liboctave_error_handler) ("chol: requires square matrix");
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	417
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	418 F77_INT n = to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	419 F77_INT info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	420
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	421 m_is_upper = upper;
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	422
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	423 m_chol_mat.clear (n, n);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	424 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	425 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	426 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	427 for (octave_idx_type i = 0; i <= j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	428 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	429 for (octave_idx_type i = j+1; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	430 m_chol_mat.xelem (i, j) = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	431 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	432 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	433 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	434 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	435 for (octave_idx_type i = 0; i < j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	436 m_chol_mat.xelem (i, j) = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	437 for (octave_idx_type i = j; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	438 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	439 }
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	440 double *h = m_chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	441
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	442 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	443 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	444 if (calc_cond)
29874 92662b17ef7e move liboctave xnorm functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	445 anorm = octave::xnorm (a, 1);
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	446
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	447 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	448 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	449 F77_CHAR_ARG_LEN (1)));
20462 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20232 diff changeset	450 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	451 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
20628 48fedd8fbff7 maint: Apply Octave coding style to Cholesky classes Mike Miller <mtmiller@octave.org> parents: 20531 diff changeset	452 F77_CHAR_ARG_LEN (1)));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	453
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	454 m_rcond = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	455 if (info > 0)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	456 m_chol_mat.resize (info - 1, info - 1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	457 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	458 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	459 F77_INT dpocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	460
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	461 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	462 Array<double> z (dim_vector (3*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	463 double *pz = z.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	464 OCTAVE_LOCAL_BUFFER (F77_INT, iz, n);
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	465 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	466 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	467 n, anorm, m_rcond, pz, iz, dpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	468 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	469 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	470 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	471 n, anorm, m_rcond, pz, iz, dpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	472 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	473
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	474 if (dpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	475 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	476 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	477
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	478 return info;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	479 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	480
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	481 #if defined (HAVE_QRUPDATE)
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	482
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	483 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	484 OCTAVE_API void
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	485 chol<Matrix>::update (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	486 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	487 F77_INT n = to_f77_int (m_chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	488
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	489 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	490 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	491
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	492 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	493
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	494 OCTAVE_LOCAL_BUFFER (double, w, n);
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	495
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	496 F77_XFCN (dch1up, DCH1UP, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	497 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	498 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	499
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	500 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	501 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	502 chol<Matrix>::downdate (const ColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	503 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	504 F77_INT info = -1;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	505
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	506 F77_INT n = to_f77_int (m_chol_mat.rows ());
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	507
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	508 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	509 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	510
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	511 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	512
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	513 OCTAVE_LOCAL_BUFFER (double, w, n);
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	514
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	515 F77_XFCN (dch1dn, DCH1DN, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	516 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	517
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	518 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	519 }
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	520
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	521 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	522 OCTAVE_API octave_idx_type
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	523 chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	524 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	525 F77_INT info = -1;
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	526
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	527 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	528 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	529
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	530 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	531 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	532 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	533 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	534
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	535 ColumnVector utmp = u;
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	536
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	537 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	538
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	539 m_chol_mat.resize (n+1, n+1);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	540 F77_INT ldcm = to_f77_int (m_chol_mat.rows ());
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	541
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	542 F77_XFCN (dchinx, DCHINX, (n, m_chol_mat.fortran_vec (), ldcm,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	543 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	544
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	545 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	546 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	547
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	548 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	549 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	550 chol<Matrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	551 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	552 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	553 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	554
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	555 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	556 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	557
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	558 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	559
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	560 F77_XFCN (dchdex, DCHDEX, (n, m_chol_mat.fortran_vec (), n, j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	561
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	562 m_chol_mat.resize (n-1, n-1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	563 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	564
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	565 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	566 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	567 chol<Matrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	568 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	569 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	570 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	571 F77_INT j = to_f77_int (j_arg);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	572
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	573 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	574 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	575
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	576 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	577
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	578 F77_XFCN (dchshx, DCHSHX, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	579 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	580 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	581
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	582 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	583
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	584 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	585 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	586 chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	587 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	588 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	589 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	590
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	591 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	592 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	593
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	594 F77_INT n = to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	595 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	596
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	597 m_is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	598
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	599 m_chol_mat.clear (n, n);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	600 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	601 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	602 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	603 for (octave_idx_type i = 0; i <= j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	604 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	605 for (octave_idx_type i = j+1; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	606 m_chol_mat.xelem (i, j) = 0.0f;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	607 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	608 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	609 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	610 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	611 for (octave_idx_type i = 0; i < j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	612 m_chol_mat.xelem (i, j) = 0.0f;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	613 for (octave_idx_type i = j; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	614 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	615 }
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	616 float *h = m_chol_mat.fortran_vec ();
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	617
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	618 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	619 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	620 if (calc_cond)
29874 92662b17ef7e move liboctave xnorm functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	621 anorm = octave::xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	622
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	623 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	624 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	625 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	626 else
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	627 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	628 F77_CHAR_ARG_LEN (1)));
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	629
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	630 m_rcond = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	631 if (info > 0)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	632 m_chol_mat.resize (info - 1, info - 1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	633 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	634 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	635 F77_INT spocon_info = 0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	636
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	637 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	638 Array<float> z (dim_vector (3*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	639 float *pz = z.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	640 OCTAVE_LOCAL_BUFFER (F77_INT, iz, n);
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	641 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	642 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	643 n, anorm, m_rcond, pz, iz, spocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	644 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	645 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	646 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	647 n, anorm, m_rcond, pz, iz, spocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	648 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	649
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	650 if (spocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	651 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	652 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	653
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	654 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	655 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	656
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	657 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	658
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	659 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	660 OCTAVE_API void
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	661 chol<FloatMatrix>::update (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	662 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	663 F77_INT n = to_f77_int (m_chol_mat.rows ());
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	664
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	665 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	666 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	667
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	668 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	669
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	670 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	671
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	672 F77_XFCN (sch1up, SCH1UP, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	673 utmp.fortran_vec (), w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	674 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	675
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	676 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	677 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	678 chol<FloatMatrix>::downdate (const FloatColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	679 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	680 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	681
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	682 F77_INT n = to_f77_int (m_chol_mat.rows ());
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	683
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	684 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	685 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	686
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	687 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	688
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	689 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	690
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	691 F77_XFCN (sch1dn, SCH1DN, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	692 utmp.fortran_vec (), w, info));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	693
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	694 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	695 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	696
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	697 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	698 OCTAVE_API octave_idx_type
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	699 chol<FloatMatrix>::insert_sym (const FloatColumnVector& u,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	700 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	701 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	702 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	703
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	704 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	705 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	706
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	707 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	708 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	709 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	710 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	711
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	712 FloatColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	713
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	714 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	715
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	716 m_chol_mat.resize (n+1, n+1);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	717 F77_INT ldcm = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	718
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	719 F77_XFCN (schinx, SCHINX, (n, m_chol_mat.fortran_vec (), ldcm,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	720 j + 1, utmp.fortran_vec (), w, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	721
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	722 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	723 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	724
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	725 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	726 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	727 chol<FloatMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	728 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	729 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	730 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	731
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	732 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	733 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	734
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	735 OCTAVE_LOCAL_BUFFER (float, w, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	736
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	737 F77_XFCN (schdex, SCHDEX, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	738 j + 1, w));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	739
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	740 m_chol_mat.resize (n-1, n-1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	741 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	742
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	743 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	744 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	745 chol<FloatMatrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	746 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	747 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	748 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	749 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	750
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	751 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	752 (*current_liboctave_error_handler) ("cholshift: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	753
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	754 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	755
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	756 F77_XFCN (schshx, SCHSHX, (n, m_chol_mat.fortran_vec (), n,
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	757 i + 1, j + 1, w));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	758 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	759
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	760 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	761
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	762 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	763 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	764 chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	765 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	766 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	767 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	768
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	769 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	770 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	771
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	772 F77_INT n = to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	773 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	774
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	775 m_is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	776
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	777 m_chol_mat.clear (n, n);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	778 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	779 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	780 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	781 for (octave_idx_type i = 0; i <= j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	782 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	783 for (octave_idx_type i = j+1; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	784 m_chol_mat.xelem (i, j) = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	785 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	786 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	787 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	788 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	789 for (octave_idx_type i = 0; i < j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	790 m_chol_mat.xelem (i, j) = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	791 for (octave_idx_type i = j; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	792 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	793 }
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	794 Complex *h = m_chol_mat.fortran_vec ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	795
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	796 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	797 double anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	798 if (calc_cond)
29874 92662b17ef7e move liboctave xnorm functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	799 anorm = octave::xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	800
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	801 if (m_is_upper)
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	802 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n,
4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	803 F77_DBLE_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	804 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	805 else
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	806 F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n,
4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	807 F77_DBLE_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	808 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	809
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	810 m_rcond = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	811 if (info > 0)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	812 m_chol_mat.resize (info - 1, info - 1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	813 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	814 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	815 F77_INT zpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	816
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	817 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	818 Array<Complex> z (dim_vector (2*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	819 Complex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	820 Array<double> rz (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	821 double *prz = rz.fortran_vec ();
22402 4caa7b28d183 maint: Style check C++ code in liboctave/ Rik <rik@octave.org> parents: 22329 diff changeset	822 F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	823 F77_DBLE_CMPLX_ARG (h), n, anorm, m_rcond,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	824 F77_DBLE_CMPLX_ARG (pz), prz, zpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	825 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	826
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	827 if (zpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	828 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	829 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	830
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	831 return info;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	832 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	833
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	834 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	835
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	836 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	837 OCTAVE_API void
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	838 chol<ComplexMatrix>::update (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	839 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	840 F77_INT n = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	841
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	842 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	843 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	844
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	845 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	846
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	847 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	848
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	849 F77_XFCN (zch1up, ZCH1UP, (n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	850 F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	851 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	852 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	853 rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	854 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	855
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	856 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	857 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	858 chol<ComplexMatrix>::downdate (const ComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	859 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	860 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	861
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	862 F77_INT n = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	863
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	864 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	865 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	866
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	867 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	868
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	869 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	870
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	871 F77_XFCN (zch1dn, ZCH1DN, (n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	872 F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	873 n,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	874 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	875 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	876
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	877 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	878 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	879
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	880 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	881 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	882 chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	883 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	884 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	885 F77_INT info = -1;
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	886
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	887 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	888 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	889
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	890 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	891 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	892 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	893 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	894
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	895 ComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	896
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	897 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	898
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	899 m_chol_mat.resize (n+1, n+1);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	900 F77_INT ldcm = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	901
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	902 F77_XFCN (zchinx, ZCHINX, (n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	903 F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	904 ldcm, j + 1,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	905 F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	906 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	907
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	908 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	909 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	910
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	911 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	912 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	913 chol<ComplexMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	914 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	915 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	916 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	917
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	918 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	919 (*current_liboctave_error_handler) ("choldelete: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	920
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	921 OCTAVE_LOCAL_BUFFER (double, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	922
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	923 F77_XFCN (zchdex, ZCHDEX, (n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	924 F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	925 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	926
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	927 m_chol_mat.resize (n-1, n-1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	928 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	929
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	930 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	931 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	932 chol<ComplexMatrix>::shift_sym (octave_idx_type i_arg,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	933 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	934 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	935 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	936 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	937 F77_INT j = to_f77_int (j_arg);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	938
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	939 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	940 (*current_liboctave_error_handler) ("cholshift: index out of range");
21136 7cac4e7458f2 maint: clean up code around calls to current_liboctave_error_handler. Rik <rik@octave.org> parents: 20629 diff changeset	941
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	942 OCTAVE_LOCAL_BUFFER (Complex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	943 OCTAVE_LOCAL_BUFFER (double, rw, n);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	944
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	945 F77_XFCN (zchshx, ZCHSHX, (n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	946 F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	947 n, i + 1, j + 1,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	948 F77_DBLE_CMPLX_ARG (w), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	949 }
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	950
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	951 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	952
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	953 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	954 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	955 chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	956 bool calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	957 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	958 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	959 octave_idx_type a_nc = a.cols ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	960
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	961 if (a_nr != a_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	962 (*current_liboctave_error_handler) ("chol: requires square matrix");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	963
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	964 F77_INT n = to_f77_int (a_nc);
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	965 F77_INT info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	966
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	967 m_is_upper = upper;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	968
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	969 m_chol_mat.clear (n, n);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	970 if (m_is_upper)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	971 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	972 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	973 for (octave_idx_type i = 0; i <= j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	974 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	975 for (octave_idx_type i = j+1; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	976 m_chol_mat.xelem (i, j) = 0.0f;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	977 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	978 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	979 for (octave_idx_type j = 0; j < n; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	980 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	981 for (octave_idx_type i = 0; i < j; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	982 m_chol_mat.xelem (i, j) = 0.0f;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	983 for (octave_idx_type i = j; i < n; i++)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	984 m_chol_mat.xelem (i, j) = a(i, j);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	985 }
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	986 FloatComplex *h = m_chol_mat.fortran_vec ();
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	987
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	988 // Calculate the norm of the matrix, for later use.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	989 float anorm = 0;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	990 if (calc_cond)
29874 92662b17ef7e move liboctave xnorm functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	991 anorm = octave::xnorm (a, 1);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	992
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	993 if (m_is_upper)
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	994 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	995 n, F77_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	996 F77_CHAR_ARG_LEN (1)));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	997 else
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	998 F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	999 n, F77_CMPLX_ARG (h), n, info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1000 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1001
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1002 m_rcond = 0.0;
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1003 if (info > 0)
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1004 m_chol_mat.resize (info - 1, info - 1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1005 else if (calc_cond)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1006 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1007 F77_INT cpocon_info = 0;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1008
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1009 // Now calculate the condition number for non-singular matrix.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1010 Array<FloatComplex> z (dim_vector (2*n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1011 FloatComplex *pz = z.fortran_vec ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1012 Array<float> rz (dim_vector (n, 1));
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1013 float *prz = rz.fortran_vec ();
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1014 F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n,
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1015 F77_CMPLX_ARG (h), n, anorm, m_rcond,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1016 F77_CMPLX_ARG (pz), prz, cpocon_info
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1017 F77_CHAR_ARG_LEN (1)));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1018
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1019 if (cpocon_info != 0)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1020 info = -1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1021 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1022
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1023 return info;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1024 }
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1025
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21301 diff changeset	1026 #if defined (HAVE_QRUPDATE)
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1027
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1028 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1029 OCTAVE_API void
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1030 chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1031 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1032 F77_INT n = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1033
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1034 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1035 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1036
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1037 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1038
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1039 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1040
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1041 F77_XFCN (cch1up, CCH1UP, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1042 n, F77_CMPLX_ARG (utmp.fortran_vec ()), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1043 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1044
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1045 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1046 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1047 chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1048 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1049 F77_INT info = -1;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1050
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1051 F77_INT n = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1052
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1053 if (u.numel () != n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1054 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1055
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1056 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1057
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1058 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1059
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1060 F77_XFCN (cch1dn, CCH1DN, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1061 n, F77_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1062 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1063
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1064 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1065 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1066
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1067 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1068 OCTAVE_API octave_idx_type
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1069 chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1070 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1071 {
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1072 F77_INT info = -1;
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1073 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1074
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1075 F77_INT n = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1076
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1077 if (u.numel () != n + 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1078 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1079 if (j < 0 \|\| j > n)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1080 (*current_liboctave_error_handler) ("cholinsert: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1081
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1082 FloatComplexColumnVector utmp = u;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1083
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1084 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1085
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1086 m_chol_mat.resize (n+1, n+1);
e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1087 F77_INT ldcm = to_f77_int (m_chol_mat.rows ());
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1088
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1089 F77_XFCN (cchinx, CCHINX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22969 023026207910 * chol.cc: Fix thinko in previous change. John W. Eaton <jwe@octave.org> parents: 22942 diff changeset	1090 ldcm, j + 1,
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1091 F77_CMPLX_ARG (utmp.fortran_vec ()),
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1092 rw, info));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1093
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1094 return info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1095 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1096
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1097 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1098 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1099 chol<FloatComplexMatrix>::delete_sym (octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1100 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1101 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1102 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1103
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1104 if (j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1105 (*current_liboctave_error_handler) ("choldelete: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1106
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1107 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1108
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1109 F77_XFCN (cchdex, CCHDEX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1110 n, j + 1, rw));
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1111
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1112 m_chol_mat.resize (n-1, n-1);
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1113 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1114
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1115 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1116 OCTAVE_API void
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1117 chol<FloatComplexMatrix>::shift_sym (octave_idx_type i_arg,
7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1118 octave_idx_type j_arg)
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1119 {
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1120 F77_INT n = to_f77_int (m_chol_mat.rows ());
23696 08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1121 F77_INT i = to_f77_int (i_arg);
08036a7f3660 remove octave:: namespace tag from symbols used inside octave namespace John W. Eaton <jwe@octave.org> parents: 23593 diff changeset	1122 F77_INT j = to_f77_int (j_arg);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1123
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1124 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1125 (*current_liboctave_error_handler) ("cholshift: index out of range");
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1126
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1127 OCTAVE_LOCAL_BUFFER (FloatComplex, w, n);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1128 OCTAVE_LOCAL_BUFFER (float, rw, n);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1129
30032 e156fce82e00 maint: use "m_" prefix for member variables for chol class. Rik <rik@octave.org> parents: 29874 diff changeset	1130 F77_XFCN (cchshx, CCHSHX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()),
22942 7627ebcf194d use F77_INT instead of octave_idx_type for liboctave chol classes John W. Eaton <jwe@octave.org> parents: 22927 diff changeset	1131 n, i + 1, j + 1, F77_CMPLX_ARG (w), rw));
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1132 }
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1133
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1134 #endif
3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1135
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1136 // Instantiations we need.
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1137
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1138 template class chol<Matrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1139
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1140 template class chol<FloatMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1141
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1142 template class chol<ComplexMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1143
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1144 template class chol<FloatComplexMatrix>;
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1145
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1146 template OCTAVE_API Matrix
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1147 chol2inv<Matrix> (const Matrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1148
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1149 template OCTAVE_API ComplexMatrix
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1150 chol2inv<ComplexMatrix> (const ComplexMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1151
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1152 template OCTAVE_API FloatMatrix
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1153 chol2inv<FloatMatrix> (const FloatMatrix& r);
21269 3c8a3d35661a better use of templates for Cholesky factorization John W. Eaton <jwe@octave.org> parents: 21202 diff changeset	1154
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	1155 template OCTAVE_API FloatComplexMatrix
22329 7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files. John W. Eaton <jwe@octave.org> parents: 22323 diff changeset	1156 chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	1157
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	1158 OCTAVE_END_NAMESPACE(math)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	1159 OCTAVE_END_NAMESPACE(octave)

Mercurial > octave

annotate liboctave/numeric/chol.cc @ 31605:e88a07dec498 stable