Mercurial > octave
view liboctave/numeric/chol.cc @ 31605:e88a07dec498 stable
maint: Use macros to begin/end C++ namespaces.
* oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE,
OCTAVE_END_NAMESPACE) that can be used to start/end a namespace.
* mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc,
__dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc,
__ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc,
auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h,
call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc,
defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc,
display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h,
event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc,
fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc,
getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc,
gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc,
graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc,
help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h,
mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc,
oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h,
oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h,
oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h,
oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy,
ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc,
pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h,
sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc,
sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h,
stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h,
text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc,
toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc,
url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh,
mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h,
ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc,
ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h,
ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc,
op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc,
op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc,
op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc,
op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc,
op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc,
op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc,
op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc,
op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc,
op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc,
op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc,
op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc,
op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc,
oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h,
pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h,
pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h,
pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h,
pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h,
pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc,
pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc,
pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc,
pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc,
pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc,
pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc,
pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h,
pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h,
range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc,
chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h,
lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h,
oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h,
oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc,
qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc,
randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc,
sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc,
child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc,
file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h,
mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h,
oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc,
oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h,
base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h,
file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc,
lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h,
oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h,
oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h,
oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h,
pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h,
url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 14:23:45 -0800 |
parents | 796f54d4ddbf |
children | aac27ad79be6 |
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//////////////////////////////////////////////////////////////////////// // // 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 (HAVE_CONFIG_H) # include "config.h" #endif #include "Array.h" #include "CColVector.h" #include "CMatrix.h" #include "chol.h" #include "dColVector.h" #include "dMatrix.h" #include "fCColVector.h" #include "fCMatrix.h" #include "fColVector.h" #include "fMatrix.h" #include "lo-error.h" #include "lo-lapack-proto.h" #include "lo-qrupdate-proto.h" #include "oct-locbuf.h" #include "oct-norm.h" #if ! defined (HAVE_QRUPDATE) # include "qr.h" #endif OCTAVE_BEGIN_NAMESPACE(octave) static Matrix chol2inv_internal (const Matrix& r, bool is_upper = true) { Matrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); F77_INT n = to_f77_int (r_nc); F77_INT info; Matrix tmp = r; double *v = tmp.fortran_vec (); if (is_upper) F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); // FIXME: Should we check info exit value and possibly report an error? // If someone thinks of a more graceful way of doing this // (or faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = tmp.xelem (j, i); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = tmp.xelem (i, j); } retval = tmp; return retval; } static FloatMatrix chol2inv_internal (const FloatMatrix& r, bool is_upper = true) { FloatMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); F77_INT n = to_f77_int (r_nc); F77_INT info; FloatMatrix tmp = r; float *v = tmp.fortran_vec (); if (is_upper) F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, v, n, info F77_CHAR_ARG_LEN (1))); // FIXME: Should we check info exit value and possibly report an error? // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = tmp.xelem (j, i); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = tmp.xelem (i, j); } retval = tmp; return retval; } static ComplexMatrix chol2inv_internal (const ComplexMatrix& r, bool is_upper = true) { ComplexMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); F77_INT n = to_f77_int (r_nc); F77_INT info; ComplexMatrix tmp = r; if (is_upper) F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_DBLE_CMPLX_ARG (tmp.fortran_vec ()), n, info F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = std::conj (tmp.xelem (j, i)); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = std::conj (tmp.xelem (i, j)); } retval = tmp; return retval; } static FloatComplexMatrix chol2inv_internal (const FloatComplexMatrix& r, bool is_upper = true) { FloatComplexMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr != r_nc) (*current_liboctave_error_handler) ("chol2inv requires square matrix"); F77_INT n = to_f77_int (r_nc); F77_INT info; FloatComplexMatrix tmp = r; if (is_upper) F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (tmp.fortran_vec ()), n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (cpotri, CPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_CMPLX_ARG (tmp.fortran_vec ()), n, info F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) { if (is_upper) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = std::conj (tmp.xelem (j, i)); else for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (j, i) = std::conj (tmp.xelem (i, j)); } retval = tmp; return retval; } OCTAVE_BEGIN_NAMESPACE(math) template <typename T> T chol2inv (const T& r) { return chol2inv_internal (r); } // Compute the inverse of a matrix using the Cholesky factorization. template <typename T> T chol<T>::inverse (void) const { return chol2inv_internal (m_chol_mat, m_is_upper); } template <typename T> void chol<T>::set (const T& R) { if (! R.issquare ()) (*current_liboctave_error_handler) ("chol: requires square matrix"); m_chol_mat = R; } #if ! defined (HAVE_QRUPDATE) template <typename T> void chol<T>::update (const VT& u) { warn_qrupdate_once (); octave_idx_type n = m_chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); init (m_chol_mat.hermitian () * m_chol_mat + T (u) * T (u).hermitian (), true, false); } template <typename T> bool singular (const T& a) { static typename T::element_type zero (0); for (octave_idx_type i = 0; i < a.rows (); i++) if (a(i, i) == zero) return true; return false; } template <typename T> octave_idx_type chol<T>::downdate (const VT& u) { warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = m_chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); if (singular (m_chol_mat)) info = 2; else { info = init (m_chol_mat.hermitian () * m_chol_mat - T (u) * T (u).hermitian (), true, false); if (info) info = 1; } return info; } template <typename T> octave_idx_type chol<T>::insert_sym (const VT& u, octave_idx_type j) { static typename T::element_type zero (0); warn_qrupdate_once (); octave_idx_type info = -1; octave_idx_type n = m_chol_mat.rows (); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); if (singular (m_chol_mat)) info = 2; else if (std::imag (u(j)) != zero) info = 3; else { T a = m_chol_mat.hermitian () * m_chol_mat; T a1 (n+1, n+1); for (octave_idx_type k = 0; k < n+1; k++) for (octave_idx_type l = 0; l < n+1; l++) { if (l == j) a1(k, l) = u(k); else if (k == j) a1(k, l) = math::conj (u(l)); else a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1); } info = init (a1, true, false); if (info) info = 1; } return info; } template <typename T> void chol<T>::delete_sym (octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = m_chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); T a = m_chol_mat.hermitian () * m_chol_mat; a.delete_elements (1, idx_vector (j)); a.delete_elements (0, idx_vector (j)); init (a, true, false); } template <typename T> void chol<T>::shift_sym (octave_idx_type i, octave_idx_type j) { warn_qrupdate_once (); octave_idx_type n = m_chol_mat.rows (); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); T a = m_chol_mat.hermitian () * m_chol_mat; Array<octave_idx_type> p (dim_vector (n, 1)); for (octave_idx_type k = 0; k < n; k++) p(k) = k; if (i < j) { for (octave_idx_type k = i; k < j; k++) p(k) = k+1; p(j) = i; } else if (j < i) { p(j) = i; for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1; } init (a.index (idx_vector (p), idx_vector (p)), true, false); } #endif // Specializations. template <> OCTAVE_API octave_idx_type chol<Matrix>::init (const Matrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("chol: requires square matrix"); F77_INT n = to_f77_int (a_nc); F77_INT info; m_is_upper = upper; m_chol_mat.clear (n, n); if (m_is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) m_chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) m_chol_mat.xelem (i, j) = 0.0; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) m_chol_mat.xelem (i, j) = 0.0; for (octave_idx_type i = j; i < n; i++) m_chol_mat.xelem (i, j) = a(i, j); } double *h = m_chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = octave::xnorm (a, 1); if (m_is_upper) F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); m_rcond = 0.0; if (info > 0) m_chol_mat.resize (info - 1, info - 1); else if (calc_cond) { F77_INT dpocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<double> z (dim_vector (3*n, 1)); double *pz = z.fortran_vec (); OCTAVE_LOCAL_BUFFER (F77_INT, iz, n); if (m_is_upper) F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, m_rcond, pz, iz, dpocon_info F77_CHAR_ARG_LEN (1))); else F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, anorm, m_rcond, pz, iz, dpocon_info F77_CHAR_ARG_LEN (1))); if (dpocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void chol<Matrix>::update (const ColumnVector& u) { F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, n); F77_XFCN (dch1up, DCH1UP, (n, m_chol_mat.fortran_vec (), n, utmp.fortran_vec (), w)); } template <> OCTAVE_API octave_idx_type chol<Matrix>::downdate (const ColumnVector& u) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, n); F77_XFCN (dch1dn, DCH1DN, (n, m_chol_mat.fortran_vec (), n, utmp.fortran_vec (), w, info)); return info; } template <> OCTAVE_API octave_idx_type chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j_arg) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, n); m_chol_mat.resize (n+1, n+1); F77_INT ldcm = to_f77_int (m_chol_mat.rows ()); F77_XFCN (dchinx, DCHINX, (n, m_chol_mat.fortran_vec (), ldcm, j + 1, utmp.fortran_vec (), w, info)); return info; } template <> OCTAVE_API void chol<Matrix>::delete_sym (octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (double, w, n); F77_XFCN (dchdex, DCHDEX, (n, m_chol_mat.fortran_vec (), n, j + 1, w)); m_chol_mat.resize (n-1, n-1); } template <> OCTAVE_API void chol<Matrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (double, w, 2*n); F77_XFCN (dchshx, DCHSHX, (n, m_chol_mat.fortran_vec (), n, i + 1, j + 1, w)); } #endif template <> OCTAVE_API octave_idx_type chol<FloatMatrix>::init (const FloatMatrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("chol: requires square matrix"); F77_INT n = to_f77_int (a_nc); F77_INT info; m_is_upper = upper; m_chol_mat.clear (n, n); if (m_is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) m_chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) m_chol_mat.xelem (i, j) = 0.0f; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) m_chol_mat.xelem (i, j) = 0.0f; for (octave_idx_type i = j; i < n; i++) m_chol_mat.xelem (i, j) = a(i, j); } float *h = m_chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. float anorm = 0; if (calc_cond) anorm = octave::xnorm (a, 1); if (m_is_upper) F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); m_rcond = 0.0; if (info > 0) m_chol_mat.resize (info - 1, info - 1); else if (calc_cond) { F77_INT spocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<float> z (dim_vector (3*n, 1)); float *pz = z.fortran_vec (); OCTAVE_LOCAL_BUFFER (F77_INT, iz, n); if (m_is_upper) F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, m_rcond, pz, iz, spocon_info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, anorm, m_rcond, pz, iz, spocon_info F77_CHAR_ARG_LEN (1))); if (spocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void chol<FloatMatrix>::update (const FloatColumnVector& u) { F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (sch1up, SCH1UP, (n, m_chol_mat.fortran_vec (), n, utmp.fortran_vec (), w)); } template <> OCTAVE_API octave_idx_type chol<FloatMatrix>::downdate (const FloatColumnVector& u) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (sch1dn, SCH1DN, (n, m_chol_mat.fortran_vec (), n, utmp.fortran_vec (), w, info)); return info; } template <> OCTAVE_API octave_idx_type chol<FloatMatrix>::insert_sym (const FloatColumnVector& u, octave_idx_type j_arg) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); m_chol_mat.resize (n+1, n+1); F77_INT ldcm = to_f77_int (m_chol_mat.rows ()); F77_XFCN (schinx, SCHINX, (n, m_chol_mat.fortran_vec (), ldcm, j + 1, utmp.fortran_vec (), w, info)); return info; } template <> OCTAVE_API void chol<FloatMatrix>::delete_sym (octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (float, w, n); F77_XFCN (schdex, SCHDEX, (n, m_chol_mat.fortran_vec (), n, j + 1, w)); m_chol_mat.resize (n-1, n-1); } template <> OCTAVE_API void chol<FloatMatrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (float, w, 2*n); F77_XFCN (schshx, SCHSHX, (n, m_chol_mat.fortran_vec (), n, i + 1, j + 1, w)); } #endif template <> OCTAVE_API octave_idx_type chol<ComplexMatrix>::init (const ComplexMatrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("chol: requires square matrix"); F77_INT n = to_f77_int (a_nc); F77_INT info; m_is_upper = upper; m_chol_mat.clear (n, n); if (m_is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) m_chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) m_chol_mat.xelem (i, j) = 0.0; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) m_chol_mat.xelem (i, j) = 0.0; for (octave_idx_type i = j; i < n; i++) m_chol_mat.xelem (i, j) = a(i, j); } Complex *h = m_chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = octave::xnorm (a, 1); if (m_is_upper) F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (h), n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_DBLE_CMPLX_ARG (h), n, info F77_CHAR_ARG_LEN (1))); m_rcond = 0.0; if (info > 0) m_chol_mat.resize (info - 1, info - 1); else if (calc_cond) { F77_INT zpocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<Complex> z (dim_vector (2*n, 1)); Complex *pz = z.fortran_vec (); Array<double> rz (dim_vector (n, 1)); double *prz = rz.fortran_vec (); F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_DBLE_CMPLX_ARG (h), n, anorm, m_rcond, F77_DBLE_CMPLX_ARG (pz), prz, zpocon_info F77_CHAR_ARG_LEN (1))); if (zpocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void chol<ComplexMatrix>::update (const ComplexColumnVector& u) { F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zch1up, ZCH1UP, (n, F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> OCTAVE_API octave_idx_type chol<ComplexMatrix>::downdate (const ComplexColumnVector& u) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zch1dn, ZCH1DN, (n, F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> OCTAVE_API octave_idx_type chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u, octave_idx_type j_arg) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); m_chol_mat.resize (n+1, n+1); F77_INT ldcm = to_f77_int (m_chol_mat.rows ()); F77_XFCN (zchinx, ZCHINX, (n, F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()), ldcm, j + 1, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> OCTAVE_API void chol<ComplexMatrix>::delete_sym (octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zchdex, ZCHDEX, (n, F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, j + 1, rw)); m_chol_mat.resize (n-1, n-1); } template <> OCTAVE_API void chol<ComplexMatrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (Complex, w, n); OCTAVE_LOCAL_BUFFER (double, rw, n); F77_XFCN (zchshx, ZCHSHX, (n, F77_DBLE_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, i + 1, j + 1, F77_DBLE_CMPLX_ARG (w), rw)); } #endif template <> OCTAVE_API octave_idx_type chol<FloatComplexMatrix>::init (const FloatComplexMatrix& a, bool upper, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("chol: requires square matrix"); F77_INT n = to_f77_int (a_nc); F77_INT info; m_is_upper = upper; m_chol_mat.clear (n, n); if (m_is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) m_chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) m_chol_mat.xelem (i, j) = 0.0f; } else for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i < j; i++) m_chol_mat.xelem (i, j) = 0.0f; for (octave_idx_type i = j; i < n; i++) m_chol_mat.xelem (i, j) = a(i, j); } FloatComplex *h = m_chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. float anorm = 0; if (calc_cond) anorm = octave::xnorm (a, 1); if (m_is_upper) F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (h), n, info F77_CHAR_ARG_LEN (1))); else F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1), n, F77_CMPLX_ARG (h), n, info F77_CHAR_ARG_LEN (1))); m_rcond = 0.0; if (info > 0) m_chol_mat.resize (info - 1, info - 1); else if (calc_cond) { F77_INT cpocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<FloatComplex> z (dim_vector (2*n, 1)); FloatComplex *pz = z.fortran_vec (); Array<float> rz (dim_vector (n, 1)); float *prz = rz.fortran_vec (); F77_XFCN (cpocon, CPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, F77_CMPLX_ARG (h), n, anorm, m_rcond, F77_CMPLX_ARG (pz), prz, cpocon_info F77_CHAR_ARG_LEN (1))); if (cpocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> OCTAVE_API void chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u) { F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, n); F77_XFCN (cch1up, CCH1UP, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, F77_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> OCTAVE_API octave_idx_type chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u) { F77_INT info = -1; F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); FloatComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, n); F77_XFCN (cch1dn, CCH1DN, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> OCTAVE_API octave_idx_type chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j_arg) { F77_INT info = -1; F77_INT j = to_f77_int (j_arg); F77_INT n = to_f77_int (m_chol_mat.rows ()); if (u.numel () != n + 1) (*current_liboctave_error_handler) ("cholinsert: dimension mismatch"); if (j < 0 || j > n) (*current_liboctave_error_handler) ("cholinsert: index out of range"); FloatComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, rw, n); m_chol_mat.resize (n+1, n+1); F77_INT ldcm = to_f77_int (m_chol_mat.rows ()); F77_XFCN (cchinx, CCHINX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()), ldcm, j + 1, F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> OCTAVE_API void chol<FloatComplexMatrix>::delete_sym (octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT j = to_f77_int (j_arg); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); OCTAVE_LOCAL_BUFFER (float, rw, n); F77_XFCN (cchdex, CCHDEX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, j + 1, rw)); m_chol_mat.resize (n-1, n-1); } template <> OCTAVE_API void chol<FloatComplexMatrix>::shift_sym (octave_idx_type i_arg, octave_idx_type j_arg) { F77_INT n = to_f77_int (m_chol_mat.rows ()); F77_INT i = to_f77_int (i_arg); F77_INT j = to_f77_int (j_arg); if (i < 0 || i > n-1 || j < 0 || j > n-1) (*current_liboctave_error_handler) ("cholshift: index out of range"); OCTAVE_LOCAL_BUFFER (FloatComplex, w, n); OCTAVE_LOCAL_BUFFER (float, rw, n); F77_XFCN (cchshx, CCHSHX, (n, F77_CMPLX_ARG (m_chol_mat.fortran_vec ()), n, i + 1, j + 1, F77_CMPLX_ARG (w), rw)); } #endif // Instantiations we need. template class chol<Matrix>; template class chol<FloatMatrix>; template class chol<ComplexMatrix>; template class chol<FloatComplexMatrix>; template OCTAVE_API Matrix chol2inv<Matrix> (const Matrix& r); template OCTAVE_API ComplexMatrix chol2inv<ComplexMatrix> (const ComplexMatrix& r); template OCTAVE_API FloatMatrix chol2inv<FloatMatrix> (const FloatMatrix& r); template OCTAVE_API FloatComplexMatrix chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r); OCTAVE_END_NAMESPACE(math) OCTAVE_END_NAMESPACE(octave)