view liboctave/numeric/sparse-chol.h @ 22229:22c2bd440544

chol: return permutation vector as row vector instead of column vector. * libinterp/dldfcn/chol.cc: add tests for the vector option. Also error if there's a "vector" option but input was not sparse. Existing test for case sensitivity was also useless, since change is on the 3rd argument. * liboctave/numeric/sparse-chol.cc, liboctave/numeric/sparse-chol.h: use RowVector instead of ColumnVector for permutation vector, for Matlab compatibility.
author Carnë Draug <carandraug@octave.org>
date Tue, 09 Aug 2016 04:14:55 +0100
parents 1473547f50f5
children 6ca3acf5fad8
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/*

Copyright (C) 2016 John W. Eaton
Copyright (C) 2005-2015 David Bateman
Copyright (C) 1998-2005 Andy Adler

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 3 of the License, 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, see
<http://www.gnu.org/licenses/>.

*/

#if ! defined (octave_sparse_chol_h)
#define octave_sparse_chol_h 1

#include "octave-config.h"

#include "CSparse.h"
#include "dRowVector.h"
#include "dSparse.h"

// If the sparse matrix classes become templated on the element type
// (i.e., sparse_matrix<double>), then it might be best to make the
// template parameter of this class also be the element type instead
// of the matrix type.

template <typename chol_type>
class
sparse_chol
{
public:

  sparse_chol (void);

  sparse_chol (const chol_type& a, bool natural, bool force);

  sparse_chol (const chol_type& a, octave_idx_type& info,
               bool natural, bool force);

  sparse_chol (const chol_type& a, octave_idx_type& info, bool natural);

  sparse_chol (const chol_type& a, octave_idx_type& info);

  sparse_chol (const sparse_chol<chol_type>& a);

  virtual ~sparse_chol (void);

  sparse_chol& operator = (const sparse_chol& a);

  chol_type L (void) const;

  chol_type R (void) const { return L ().hermitian (); }

  octave_idx_type P (void) const;

  RowVector perm (void) const;

  SparseMatrix Q (void) const;

  bool is_positive_definite (void) const;

  double rcond (void) const;

  chol_type inverse (void) const;

protected:

  typedef typename chol_type::element_type chol_elt;

  class sparse_chol_rep;

private:

  sparse_chol_rep *rep;
};

template <typename chol_type>
chol_type
chol2inv (const chol_type& r);

// SparseComplexMatrix specialization.

template <>
sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
                                               octave_idx_type& info);

#endif