annotate liboctave/numeric/sparse-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
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rev   line source
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1998-2022 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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25
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include <cstddef>
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31
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32 #include "CSparse.h"
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33 #include "MatrixType.h"
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34 #include "dRowVector.h"
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35 #include "dSparse.h"
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36 #include "lo-error.h"
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37 #include "oct-cmplx.h"
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38 #include "oct-sparse.h"
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39 #include "oct-spparms.h"
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40 #include "quit.h"
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41 #include "sparse-chol.h"
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42 #include "sparse-util.h"
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43
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44 OCTAVE_BEGIN_NAMESPACE(octave)
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45
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46 OCTAVE_BEGIN_NAMESPACE(math)
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47
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48 template <typename chol_type>
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49 class sparse_chol<chol_type>::sparse_chol_rep
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50 {
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51 public:
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52
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53 sparse_chol_rep (void)
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54 : m_is_pd (false), m_minor_p (0), m_perm (), m_rcond (0)
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55 #if defined (HAVE_CHOLMOD)
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56 , m_L (nullptr), m_common ()
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57 #endif
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58 { }
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59
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60 sparse_chol_rep (const chol_type& a, bool natural, bool force)
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61 : m_is_pd (false), m_minor_p (0), m_perm (), m_rcond (0)
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62 #if defined (HAVE_CHOLMOD)
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63 , m_L (nullptr), m_common ()
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64 #endif
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65 {
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66 init (a, natural, force);
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67 }
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68
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69 sparse_chol_rep (const chol_type& a, octave_idx_type& info,
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70 bool natural, bool force)
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71 : m_is_pd (false), m_minor_p (0), m_perm (), m_rcond (0)
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72 #if defined (HAVE_CHOLMOD)
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73 , m_L (nullptr), m_common ()
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74 #endif
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75 {
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76 info = init (a, natural, force);
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77 }
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78
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79 // No copying!
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80
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81 sparse_chol_rep (const sparse_chol_rep&) = delete;
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82
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83 sparse_chol_rep& operator = (const sparse_chol_rep&) = delete;
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84
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85 ~sparse_chol_rep (void)
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86 {
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87 #if defined (HAVE_CHOLMOD)
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88 if (m_L)
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89 CHOLMOD_NAME (free_sparse) (&m_L, &m_common);
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90
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91 CHOLMOD_NAME(finish) (&m_common);
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92 #endif
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93 }
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94
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95 #if defined (HAVE_CHOLMOD)
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96 cholmod_sparse * L (void) const
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97 {
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98 return m_L;
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99 }
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100 #endif
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101
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102 octave_idx_type P (void) const
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103 {
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104 #if defined (HAVE_CHOLMOD)
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105 return (m_minor_p == static_cast<octave_idx_type> (m_L->ncol) ?
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106 0 : m_minor_p + 1);
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107 #else
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108 return 0;
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109 #endif
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110 }
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111
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112 RowVector perm (void) const { return m_perm + 1; }
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113
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114 SparseMatrix Q (void) const;
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115
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116 bool is_positive_definite (void) const { return m_is_pd; }
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117
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118 double rcond (void) const { return m_rcond; }
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119
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120 private:
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121
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122 bool m_is_pd;
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123
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124 octave_idx_type m_minor_p;
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125
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126 RowVector m_perm;
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127
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128 double m_rcond;
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129
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130 #if defined (HAVE_CHOLMOD)
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131 cholmod_sparse *m_L;
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132
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133 cholmod_common m_common;
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134
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135 void drop_zeros (const cholmod_sparse *S);
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136 #endif
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137
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138 octave_idx_type init (const chol_type& a, bool natural, bool force);
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139 };
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140
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141 #if defined (HAVE_CHOLMOD)
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142
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143 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat
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144 // complex matrices.
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145
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146 template <typename chol_type>
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147 void
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148 sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S)
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149 {
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150 if (! S)
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151 return;
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152
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153 octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p);
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154 octave_idx_type *Si = static_cast<octave_idx_type *>(S->i);
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155 chol_elt *Sx = static_cast<chol_elt *>(S->x);
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156
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157 octave_idx_type pdest = 0;
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158 octave_idx_type ncol = S->ncol;
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159
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160 for (octave_idx_type k = 0; k < ncol; k++)
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161 {
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162 octave_idx_type p = Sp[k];
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163 octave_idx_type pend = Sp[k+1];
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164 Sp[k] = pdest;
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165
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166 for (; p < pend; p++)
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167 {
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168 chol_elt sik = Sx[p];
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169
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170 if (CHOLMOD_IS_NONZERO (sik))
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171 {
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172 if (p != pdest)
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173 {
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174 Si[pdest] = Si[p];
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175 Sx[pdest] = sik;
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176 }
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177
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178 pdest++;
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179 }
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180 }
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181 }
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182
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183 Sp[ncol] = pdest;
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184 }
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185
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186 // Must provide a specialization for this function.
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187 template <typename T>
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188 int
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189 get_xtype (void);
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190
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191 template <>
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192 inline int
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193 get_xtype<double> (void)
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194 {
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195 return CHOLMOD_REAL;
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196 }
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197
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198 template <>
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199 inline int
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200 get_xtype<Complex> (void)
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201 {
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202 return CHOLMOD_COMPLEX;
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203 }
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204
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205 #endif
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206
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207 template <typename chol_type>
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diff changeset
208 octave_idx_type
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
209 sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
210 bool natural, bool force)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
211 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
212 volatile octave_idx_type info = 0;
15264
94cdf82d4a0c don't overload meaning of info in Sparse Cholesky factorization functions
John W. Eaton <jwe@octave.org>
parents: 15185
diff changeset
213
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
214 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
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parents: 21145
diff changeset
215
22329
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diff changeset
216 octave_idx_type a_nr = a.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
217 octave_idx_type a_nc = a.cols ();
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diff changeset
218
22329
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parents: 22323
diff changeset
219 if (a_nr != a_nc)
23475
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Rik <rik@octave.org>
parents: 23446
diff changeset
220 (*current_liboctave_error_handler)
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
221 ("sparse_chol requires square matrix");
5506
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dbateman
parents:
diff changeset
222
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
223 cholmod_common *cm = &m_common;
5506
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dbateman
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diff changeset
224
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
225 // Setup initial parameters
21177
a10f60e13243 style fixes in liboctave/numeric directory
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diff changeset
226
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
227 CHOLMOD_NAME(start) (cm);
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
228 cm->prefer_zomplex = false;
5506
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diff changeset
229
29872
df2cdf42a909 update coding style for octave_sparse_params class
John W. Eaton <jwe@octave.org>
parents: 29655
diff changeset
230 double spu = sparse_params::get_key ("spumoni");
21177
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diff changeset
231
22329
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parents: 22323
diff changeset
232 if (spu == 0.)
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John W. Eaton <jwe@octave.org>
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diff changeset
233 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
234 cm->print = -1;
23795
980f39c3ab90 Use C++11 nullptr rather than 0 in code (bug #51565).
Rik <rik@octave.org>
parents: 23696
diff changeset
235 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, nullptr);
22329
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diff changeset
236 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
237 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
238 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
239 cm->print = static_cast<int> (spu) + 2;
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
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parents: 23446
diff changeset
240 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
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parents: 23446
diff changeset
241 &SparseCholPrint);
22329
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diff changeset
242 }
21177
a10f60e13243 style fixes in liboctave/numeric directory
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diff changeset
243
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
244 cm->error_handler = &SparseCholError;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
245
23475
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
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parents: 23446
diff changeset
246 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
247 divcomplex);
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents: 23446
diff changeset
248
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
249 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot);
5506
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diff changeset
250
22329
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diff changeset
251 cm->final_asis = false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
252 cm->final_super = false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
253 cm->final_ll = true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
254 cm->final_pack = true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
255 cm->final_monotonic = true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
256 cm->final_resymbol = false;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
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diff changeset
257
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
258 cholmod_sparse A;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
259 cholmod_sparse *ac = &A;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
260 double dummy;
5506
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diff changeset
261
22329
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diff changeset
262 ac->nrow = a_nr;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
263 ac->ncol = a_nc;
5506
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diff changeset
264
22329
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John W. Eaton <jwe@octave.org>
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diff changeset
265 ac->p = a.cidx ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
266 ac->i = a.ridx ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
267 ac->nzmax = a.nnz ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
268 ac->packed = true;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
269 ac->sorted = true;
23796
4f12819a634f Use C++11 nullptr rather than 0 in code (bug #51565).
Rik <rik@octave.org>
parents: 23795
diff changeset
270 ac->nz = nullptr;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
271 #if defined (OCTAVE_ENABLE_64)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
272 ac->itype = CHOLMOD_LONG;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
273 #else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
274 ac->itype = CHOLMOD_INT;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
275 #endif
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
276 ac->dtype = CHOLMOD_DOUBLE;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
277 ac->stype = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
278 ac->xtype = get_xtype<chol_elt> ();
5506
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diff changeset
279
22329
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diff changeset
280 if (a_nr < 1)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
281 ac->x = &dummy;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
282 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
283 ac->x = a.data ();
5506
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diff changeset
284
22329
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diff changeset
285 // use natural ordering if no q output parameter
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
286 if (natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
287 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
288 cm->nmethods = 1;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
289 cm->method[0].ordering = CHOLMOD_NATURAL;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
290 cm->postorder = false;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
291 }
5506
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diff changeset
292
29399
019130bd4a3d eliminate last uses of BEGIN/END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
John W. Eaton <jwe@octave.org>
parents: 29359
diff changeset
293 cholmod_factor *Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
294 CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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parents: 7036
diff changeset
295
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
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parents: 29872
diff changeset
296 m_is_pd = cm->status == CHOLMOD_OK;
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
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parents: 29872
diff changeset
297 info = (m_is_pd ? 0 : cm->status);
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
David Bateman <dbateman@free.fr>
parents: 7036
diff changeset
298
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
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parents: 29872
diff changeset
299 if (m_is_pd || force)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
300 {
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
301 m_rcond = CHOLMOD_NAME(rcond) (Lfactor, cm);
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
302
30087
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
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parents: 30079
diff changeset
303 m_minor_p = Lfactor->minor;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
304
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
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parents: 29872
diff changeset
305 m_L = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
306
30087
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
Rik <rik@octave.org>
parents: 30079
diff changeset
307 if (m_minor_p > 0 && m_minor_p < a_nr)
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
308 {
29654
d13d090cb03a use std::size_t and std::ptrdiff_t in C++ code (bug #60471)
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
309 std::size_t n1 = a_nr + 1;
30087
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
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parents: 30079
diff changeset
310 m_L->p = CHOLMOD_NAME(realloc) (m_minor_p+1,
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
Rik <rik@octave.org>
parents: 30079
diff changeset
311 sizeof(octave_idx_type),
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
Rik <rik@octave.org>
parents: 30079
diff changeset
312 m_L->p, &n1, cm);
29399
019130bd4a3d eliminate last uses of BEGIN/END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
John W. Eaton <jwe@octave.org>
parents: 29359
diff changeset
313
22329
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diff changeset
314 CHOLMOD_NAME(reallocate_sparse)
30087
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
Rik <rik@octave.org>
parents: 30079
diff changeset
315 (static_cast<octave_idx_type *>(m_L->p)[m_minor_p],
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
316 m_L, cm);
22329
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John W. Eaton <jwe@octave.org>
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diff changeset
317
30087
ad1739ca6ed4 maint: use "m_" prefix for member variable missed in 5d4bca0ef826.
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parents: 30079
diff changeset
318 m_L->ncol = m_minor_p;
22329
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diff changeset
319 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
320
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
321 drop_zeros (m_L);
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
322
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
323 if (! natural)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
324 {
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
325 m_perm.resize (a_nr);
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
326 for (octave_idx_type i = 0; i < a_nr; i++)
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
327 m_perm(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
328 }
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
329 }
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
David Bateman <dbateman@free.fr>
parents: 7036
diff changeset
330
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
331 // NAME used to prefix statistics report from print_common
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
332 static char blank_name[] = " ";
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
David Bateman <dbateman@free.fr>
parents: 7036
diff changeset
333
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
334 CHOLMOD_NAME(print_common) (blank_name, cm);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
335 CHOLMOD_NAME(free_factor) (&Lfactor, cm);
7637
2be056f03720 Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
David Bateman <dbateman@free.fr>
parents: 7036
diff changeset
336
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337 return info;
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parents: 20232
diff changeset
338
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339 #else
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340
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341 octave_unused_parameter (a);
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342 octave_unused_parameter (natural);
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343 octave_unused_parameter (force);
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344
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345 (*current_liboctave_error_handler)
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346 ("support for CHOLMOD was unavailable or disabled when liboctave was built");
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347
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348 return info;
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349
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350 #endif
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351 }
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352
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353 template <typename chol_type>
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354 SparseMatrix
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355 sparse_chol<chol_type>::sparse_chol_rep::Q (void) const
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356 {
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357 #if defined (HAVE_CHOLMOD)
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358
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359 octave_idx_type n = m_L->nrow;
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360 SparseMatrix p (n, n, n);
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361
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362 for (octave_idx_type i = 0; i < n; i++)
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363 {
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364 p.xcidx (i) = i;
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diff changeset
365 p.xridx (i) = static_cast<octave_idx_type> (m_perm (i));
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366 p.xdata (i) = 1;
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367 }
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368
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369 p.xcidx (n) = n;
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370
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371 return p;
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372
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373 #else
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374
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375 return SparseMatrix ();
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376
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377 #endif
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diff changeset
378 }
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379
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diff changeset
380 template <typename chol_type>
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381 sparse_chol<chol_type>::sparse_chol (void)
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382 : m_rep (new typename sparse_chol<chol_type>::sparse_chol_rep ())
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383 { }
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384
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diff changeset
385 template <typename chol_type>
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386 sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural,
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387 bool force)
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388 : m_rep (new typename
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diff changeset
389 sparse_chol<chol_type>::sparse_chol_rep (a, natural, force))
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390 { }
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391
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diff changeset
392 template <typename chol_type>
23475
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parents: 23446
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393 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
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394 octave_idx_type& info,
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395 bool natural, bool force)
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396 : m_rep (new typename
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397 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force))
22329
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398 { }
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399
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diff changeset
400 template <typename chol_type>
23475
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diff changeset
401 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
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parents: 23446
diff changeset
402 octave_idx_type& info,
22329
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diff changeset
403 bool natural)
30126
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parents: 30087
diff changeset
404 : m_rep (new typename
30394
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parents: 30126
diff changeset
405 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false))
22329
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diff changeset
406 { }
21145
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diff changeset
407
22329
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parents: 22323
diff changeset
408 template <typename chol_type>
23475
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parents: 23446
diff changeset
409 sparse_chol<chol_type>::sparse_chol (const chol_type& a,
d691ed308237 maint: Clean up #includes in liboctave/numeric directory.
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parents: 23446
diff changeset
410 octave_idx_type& info)
30126
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parents: 30087
diff changeset
411 : m_rep (new typename
30394
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Rik <rik@octave.org>
parents: 30126
diff changeset
412 sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false))
22329
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diff changeset
413 { }
21145
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diff changeset
414
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
415 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
416 chol_type
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diff changeset
417 sparse_chol<chol_type>::L (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
418 {
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
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parents: 21691
diff changeset
419 #if defined (HAVE_CHOLMOD)
21177
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parents: 21145
diff changeset
420
30126
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parents: 30087
diff changeset
421 cholmod_sparse *m = m_rep->L ();
21177
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diff changeset
422
22329
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diff changeset
423 octave_idx_type nc = m->ncol;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
424 octave_idx_type nnz = m->nzmax;
21177
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parents: 21145
diff changeset
425
22329
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diff changeset
426 chol_type ret (m->nrow, nc, nnz);
21177
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parents: 21145
diff changeset
427
22329
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diff changeset
428 for (octave_idx_type j = 0; j < nc+1; j++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
429 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j];
21177
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diff changeset
430
22329
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diff changeset
431 for (octave_idx_type i = 0; i < nnz; i++)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
432 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
433 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i];
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
434 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i];
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
435 }
21177
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parents: 21145
diff changeset
436
22329
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diff changeset
437 return ret;
21177
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John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
438
5506
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dbateman
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diff changeset
439 #else
21177
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diff changeset
440
22329
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diff changeset
441 return chol_type ();
21177
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parents: 21145
diff changeset
442
5506
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diff changeset
443 #endif
22329
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diff changeset
444 }
5506
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diff changeset
445
22329
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parents: 22323
diff changeset
446 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
447 octave_idx_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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diff changeset
448 sparse_chol<chol_type>::P (void) const
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parents: 22323
diff changeset
449 {
30126
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parents: 30087
diff changeset
450 return m_rep->P ();
22329
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diff changeset
451 }
5506
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diff changeset
452
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
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parents: 22323
diff changeset
453 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
454 RowVector
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
455 sparse_chol<chol_type>::perm (void) const
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
456 {
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
457 return m_rep->perm ();
22329
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diff changeset
458 }
5506
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dbateman
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diff changeset
459
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
460 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
461 SparseMatrix
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
462 sparse_chol<chol_type>::Q (void) const
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
463 {
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
464 return m_rep->Q ();
22329
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John W. Eaton <jwe@octave.org>
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diff changeset
465 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
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parents: 21140
diff changeset
466
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
467 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
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diff changeset
468 bool
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
469 sparse_chol<chol_type>::is_positive_definite (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
470 {
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
471 return m_rep->is_positive_definite ();
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
472 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
473
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
474 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
475 double
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
476 sparse_chol<chol_type>::rcond (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
477 {
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
478 return m_rep->rcond ();
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
479 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
480
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
481 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
482 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
483 sparse_chol<chol_type>::inverse (void) const
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
484 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
485 chol_type retval;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
486
21724
aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef"
John W. Eaton <jwe@octave.org>
parents: 21691
diff changeset
487 #if defined (HAVE_CHOLMOD)
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
488
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
489 cholmod_sparse *m = m_rep->L ();
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
490 octave_idx_type n = m->ncol;
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
491 RowVector m_perm = m_rep->perm ();
22329
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John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
492 double rcond2;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
493 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
494 MatrixType mattype (MatrixType::Upper);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
495 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0);
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
496
30079
5d4bca0ef826 maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 29872
diff changeset
497 if (m_perm.numel () == n)
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
498 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
499 SparseMatrix Qc = Q ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
500
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
501 retval = Qc * linv * linv.hermitian () * Qc.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
502 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
503 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
504 retval = linv * linv.hermitian ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
505
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
506 #endif
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
507
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
508 return retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
509 }
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
510
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
511 template <typename chol_type>
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
512 chol_type
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
513 chol2inv (const chol_type& r)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
514 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
515 octave_idx_type r_nr = r.rows ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
516 octave_idx_type r_nc = r.cols ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
517 chol_type retval;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
518
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
519 if (r_nr != r_nc)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
520 (*current_liboctave_error_handler) ("U must be a square matrix");
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
521
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
522 MatrixType mattype (r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
523 int typ = mattype.type (false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
524 double rcond;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
525 octave_idx_type info;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
526 chol_type rtra, multip;
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
527
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
528 if (typ == MatrixType::Upper)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
529 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
530 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
531 multip = (rtra*r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
532 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
533 else if (typ == MatrixType::Lower)
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
534 {
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
535 rtra = r.transpose ();
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
536 multip = (r*rtra);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
537 }
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
538 else
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
539 (*current_liboctave_error_handler) ("U must be a triangular matrix");
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
540
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
541 MatrixType mattypenew (multip);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
542 retval = multip.inverse (mattypenew, info, rcond, true, false);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
543 return retval;
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
544 }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
545
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
546 // SparseComplexMatrix specialization (the value for the NATURAL
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
547 // parameter in the sparse_chol<T>::sparse_chol_rep constructor is
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
548 // different from the default).
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
549
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
550 template <>
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
551 OCTAVE_API
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
552 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
553 octave_idx_type& info)
30126
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
554 : m_rep (new sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info,
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
555 true,
bb9da37c0a8b maint: use "m_" prefix for member variables in class sparse_chol.
Rik <rik@octave.org>
parents: 30087
diff changeset
556 false))
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
557 { }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
558
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
559 // Instantiations we need.
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
560
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
561 template class OCTAVE_API sparse_chol<SparseMatrix>;
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
562
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
563 template class sparse_chol<SparseComplexMatrix>;
22317
6ca3acf5fad8 move some new numeric classes to namespace octave::math
John W. Eaton <jwe@octave.org>
parents: 22242
diff changeset
564
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
565 template OCTAVE_API SparseMatrix
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
566 chol2inv<SparseMatrix> (const SparseMatrix& r);
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
567
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
568 template OCTAVE_API SparseComplexMatrix
22329
7f3c7a8bd131 maint: Indent namespaces in liboctave/numeric files.
John W. Eaton <jwe@octave.org>
parents: 22323
diff changeset
569 chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);
29228
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27923
diff changeset
570
31605
e88a07dec498 maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents: 30564
diff changeset
571 OCTAVE_END_NAMESPACE(math)
e88a07dec498 maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents: 30564
diff changeset
572 OCTAVE_END_NAMESPACE(octave)