diff liboctave/dbleCHOL.cc @ 457:3d4b4f0fa5ba

[project @ 1994-06-06 00:33:33 by jwe] Initial revision
author jwe
date Mon, 06 Jun 1994 00:33:51 +0000
parents
children 714fd17fca28
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/liboctave/dbleCHOL.cc	Mon Jun 06 00:33:51 1994 +0000
@@ -0,0 +1,81 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include "dbleCHOL.h"
+#include "mx-inlines.cc"
+#include "lo-error.h"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (dpotrf) (const char*, const int*, double*, const int*,
+			int*, long);
+}
+
+int
+CHOL::init (const Matrix& a)
+{
+  int a_nr = a.rows ();
+  int a_nc = a.cols ();
+  if (a_nr != a_nc)
+    {
+      (*current_liboctave_error_handler) ("CHOL requires square matrix");
+      return -1;
+    }
+
+  char uplo = 'U';
+
+  int n = a_nc;
+  int info;
+
+  double *h = dup (a.data (), a.length ());
+
+  F77_FCN (dpotrf) (&uplo, &n, h, &n, &info, 1L);
+
+  chol_mat = Matrix (h, n, n);
+
+// If someone thinks of a more graceful way of doing this (or faster for
+// that matter :-)), please let me know!
+
+  if (n > 1)
+    for (int j = 0; j < a_nc; j++)
+      for (int i = j+1; i < a_nr; i++)
+        chol_mat.elem (i, j) = 0.0;
+
+  return info;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/