view liboctave/numeric/sparse-chol.h @ 31246:43a6be589387

doc: New documentation for memoization techniques (bug #60860) vectorize.texi: New section on memoization octave.texi: List new section
author Arun Giridhar <arungiridhar@gmail.com>
date Thu, 29 Sep 2022 20:31:52 -0400
parents 796f54d4ddbf
children e88a07dec498
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1998-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if ! defined (octave_sparse_chol_h)
#define octave_sparse_chol_h 1

#include "octave-config.h"

#include <memory>

#include "mx-fwd.h"

#include "CSparse.h"

namespace octave
{
  namespace math
  {
    // 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
    OCTAVE_API
    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) = default;

      virtual ~sparse_chol (void) = default;

      sparse_chol<chol_type>&
      operator = (const sparse_chol<chol_type>& a) = default;

      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:

      std::shared_ptr<sparse_chol_rep> m_rep;
    };

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

#endif