view liboctave/numeric/sparse-chol.h @ 21145:307096fb67e1

revamp sparse Cholesky factorization classes * sparse-chol.h, sparse-chol.cc: Rename from sparse-base-chol.h and sparse-base-chol.cc, respectively. (class sparse_chol): Rename from sparse_base_chol. Incorporate code from SparseCmplxCHOL and SparsedbleCHOL classes into the sparse_chol template. Hide representation and HAVE_CHOLMOD macro from public interface. * sparse-chol-inst.cc: New file. * SparseCmplxCHOL.cc, SparseCmplxCHOL.h, SparsedbleCHOL.cc, SparsedbleCHOL.h: Delete. * chol.cc, symbfact.cc, CSparse.cc, dSparse.cc, eigs-base.cc: Change all uses of SparsedbleCHOL and SparseCmplxCHOL to use new sparse_chol template class. * liboctave/numeric/module.mk: Update.
author John W. Eaton <jwe@octave.org>
date Tue, 26 Jan 2016 16:30:54 -0500
parents liboctave/numeric/sparse-base-chol.h@538b57866b90
children a10f60e13243
line wrap: on
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/*

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 "CSparse.h"
#include "dColVector.h"
#include "dSparse.h"
#include "oct-sparse.h"

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;

  ColumnVector 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