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author | Markus Mützel <markus.muetzel@gmx.de> |
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date | Wed, 05 Jun 2024 11:27:35 +0200 |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1998-2024 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if ! defined (octave_sparse_chol_h) |
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27 #define octave_sparse_chol_h 1 |
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29 #include "octave-config.h" |
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30 |
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31 #include <memory> |
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32 |
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33 #include "mx-fwd.h" |
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34 |
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35 #include "CSparse.h" |
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37 OCTAVE_BEGIN_NAMESPACE(octave) |
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38 |
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39 OCTAVE_BEGIN_NAMESPACE(math) |
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40 |
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41 // If the sparse matrix classes become templated on the element type |
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42 // (i.e., sparse_matrix<double>), then it might be best to make the |
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43 // template parameter of this class also be the element type instead |
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44 // of the matrix type. |
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45 |
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46 template <typename chol_type> |
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47 class |
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48 OCTAVE_API |
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49 sparse_chol |
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50 { |
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51 public: |
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53 sparse_chol (); |
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54 |
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55 sparse_chol (const chol_type& a, bool natural, bool force); |
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57 sparse_chol (const chol_type& a, octave_idx_type& info, |
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58 bool natural, bool force); |
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60 sparse_chol (const chol_type& a, octave_idx_type& info, bool natural); |
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62 sparse_chol (const chol_type& a, octave_idx_type& info); |
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64 sparse_chol (const sparse_chol<chol_type>& a) = default; |
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66 virtual ~sparse_chol () = default; |
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68 sparse_chol<chol_type>& |
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69 operator = (const sparse_chol<chol_type>& a) = default; |
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71 chol_type L () const; |
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73 chol_type R () const { return L ().hermitian (); } |
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75 octave_idx_type P () const; |
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77 RowVector perm () const; |
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79 SparseMatrix Q () const; |
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81 bool is_positive_definite () const; |
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83 double rcond () const; |
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85 chol_type inverse () const; |
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86 |
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87 protected: |
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88 |
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89 typedef typename chol_type::element_type chol_elt; |
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90 |
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91 class sparse_chol_rep; |
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92 |
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93 private: |
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94 |
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95 std::shared_ptr<sparse_chol_rep> m_rep; |
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96 }; |
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98 template <typename chol_type> |
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99 OCTAVE_API |
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100 chol_type |
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101 chol2inv (const chol_type& r); |
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102 |
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103 OCTAVE_END_NAMESPACE(math) |
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104 OCTAVE_END_NAMESPACE(octave) |
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105 |
5506 | 106 #endif |