Mercurial > octave
view liboctave/numeric/chol.h @ 31235:b542b88ad3b6
maint: Use space between function name and '(' in sparse-xpow.cc.
* sparse-xpow.cc: Use space between function name and '(' in sparse-xpow.cc.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 20 Sep 2022 14:43:56 -0700 |
parents | 796f54d4ddbf |
children | e88a07dec498 |
line wrap: on
line source
//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1994-2022 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_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) : m_chol_mat (), m_rcond (0), m_is_upper (true) { } chol (const T& a, bool upper = true, bool calc_cond = false) : m_chol_mat (), m_rcond (0) { init (a, upper, calc_cond); } chol (const T& a, octave_idx_type& info, bool upper = true, bool calc_cond = false) : m_chol_mat (), m_rcond (0) { info = init (a, upper, calc_cond); } chol (const chol& a) : m_chol_mat (a.m_chol_mat), m_rcond (a.m_rcond), m_is_upper (a.m_is_upper) { } chol& operator = (const chol& a) { if (this != &a) { m_chol_mat = a.m_chol_mat; m_rcond = a.m_rcond; m_is_upper = a.m_is_upper; } return *this; } T chol_matrix (void) const { return m_chol_mat; } COND_T rcond (void) const { return m_rcond; } // Compute the inverse of a matrix using the Cholesky factorization. OCTAVE_API T inverse (void) const; OCTAVE_API void set (const T& R); OCTAVE_API void update (const VT& u); OCTAVE_API octave_idx_type downdate (const VT& u); OCTAVE_API octave_idx_type insert_sym (const VT& u, octave_idx_type j); OCTAVE_API void delete_sym (octave_idx_type j); OCTAVE_API void shift_sym (octave_idx_type i, octave_idx_type j); private: T m_chol_mat; COND_T m_rcond; bool m_is_upper; OCTAVE_API octave_idx_type init (const T& a, bool upper, bool calc_cond); }; template <typename T> OCTAVE_API T chol2inv (const T& r); } } #endif