Mercurial > octave
view liboctave/numeric/chol.h @ 22317:6ca3acf5fad8
move some new numeric classes to namespace octave::math
* aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc,
gepbalance.h, hess.cc, hess.h, lu.cc, lu.h, qr.cc, qr.h, qrp.cc,
qrp.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h,
sparse-dmsolve.cc,sparse-lu.cc, sparse-lu.h, sparse-qr.cc,
sparse-qr.h, svd.cc, svd.h: Move classes to namespace octave::math.
* __luinc__.cc, __qp__.cc, balance.cc, hess.cc, lu.cc, qz.cc,
schur.cc, sqrtm.cc, svd.cc, chol.cc, dmperm.cc, qr.cc, lex.h,
CMatrix.cc, CSparse.cc, dMatrix.cc, dSparse.cc, fCMatrix.cc,
fMatrix.cc, eigs-base.cc, oct-norm.cc: Update for new namespaces.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 16 Aug 2016 15:48:22 -0400 |
parents | 3c8a3d35661a |
children | bac0d6f07a3e |
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/* Copyright (C) 1994-2015 John W. Eaton Copyright (C) 2008-2009 Jaroslav Hajek 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_chol_h) #define octave_chol_h 1 #include "octave-config.h" namespace octave { namespace math { template <typename T> class chol { public: typedef typename T::column_vector_type VT; typedef typename T::real_elt_type COND_T; chol (void) : chol_mat (), xrcond (0) { } chol (const T& a, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, upper, calc_cond); } chol (const T& a, octave_idx_type& info, bool upper = true, bool calc_cond = false) : chol_mat (), xrcond (0) { info = init (a, upper, calc_cond); } chol (const chol& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } chol& operator = (const chol& a) { if (this != &a) { chol_mat = a.chol_mat; xrcond = a.xrcond; } return *this; } T chol_matrix (void) const { return chol_mat; } COND_T rcond (void) const { return xrcond; } // Compute the inverse of a matrix using the Cholesky factorization. T inverse (void) const; void set (const T& R); void update (const VT& u); octave_idx_type downdate (const VT& u); octave_idx_type insert_sym (const VT& u, octave_idx_type j); void delete_sym (octave_idx_type j); void shift_sym (octave_idx_type i, octave_idx_type j); private: T chol_mat; COND_T xrcond; bool is_upper; octave_idx_type init (const T& a, bool upper, bool calc_cond); }; template <typename T> T chol2inv (const T& r); } } #endif