Mercurial > octave
view liboctave/numeric/chol.cc @ 22274:edcad35c364f
don't rely on std:: overloads of arg, conj, imag, and real for real args
* lo-mappers.h (arg, conj, imag, real): Provide overloads for real
arguments in octave::math namespace instead of importing them from
std namespace.
* __ichol__.cc, ls-mat4.cc, ls-mat5.cc, __eigs__.cc, ov-complex.cc,
ov-complex.h, ov-cx-mat.cc, ov-cx-sparse.cc, ov-flt-complex.cc,
ov-flt-complex.h, ov-flt-cx-mat.cc, CMatrix.cc, CNDArray.cc,
CSparse.cc, MatrixType.cc, dMatrix.cc, dSparse.cc, fCMatrix.cc,
fCNDArray.cc, fMatrix.cc, chol.cc, eigs-base.cc, lo-mappers.cc,
lo-specfun.cc, sparse-qr.cc: Update for arg, conj, imag, and real
functions in octave::math namespace. Prefer member function versions
of real and imag for simple variables. Use std:: namespace versions
directly for known complex values. Use octave::math namespace
versions otherwise
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Thu, 11 Aug 2016 16:26:56 -0400 |
parents | 89e1be7b7511 |
children | 6ca3acf5fad8 |
line wrap: on
line source
/* 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 (HAVE_CONFIG_H) # include "config.h" #endif #include <vector> #include "CColVector.h" #include "CMatrix.h" #include "CRowVector.h" #include "chol.h" #include "dColVector.h" #include "dMatrix.h" #include "dRowVector.h" #include "f77-fcn.h" #include "fCColVector.h" #include "fCMatrix.h" #include "fCRowVector.h" #include "fColVector.h" #include "fMatrix.h" #include "fRowVector.h" #include "lo-error.h" #include "oct-locbuf.h" #include "oct-norm.h" #if ! defined (HAVE_QRUPDATE) # include "qr.h" #endif extern "C" { F77_RET_T F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE*, const F77_INT&, const F77_DBLE&, F77_DBLE&, F77_DBLE*, F77_INT*, F77_INT& F77_CHAR_ARG_LEN_DECL); #if defined (HAVE_QRUPDATE) F77_RET_T F77_FUNC (dch1up, DCH1UP) (const F77_INT&, F77_DBLE*, const F77_INT&, F77_DBLE*, F77_DBLE*); F77_RET_T F77_FUNC (dch1dn, DCH1DN) (const F77_INT&, F77_DBLE*, const F77_INT&, F77_DBLE*, F77_DBLE*, F77_INT&); F77_RET_T F77_FUNC (dchinx, DCHINX) (const F77_INT&, F77_DBLE*, const F77_INT&, const F77_INT&, F77_DBLE*, F77_DBLE*, F77_INT&); F77_RET_T F77_FUNC (dchdex, DCHDEX) (const F77_INT&, F77_DBLE*, const F77_INT&, const F77_INT&, F77_DBLE*); F77_RET_T F77_FUNC (dchshx, DCHSHX) (const F77_INT&, F77_DBLE*, const F77_INT&, const F77_INT&, const F77_INT&, F77_DBLE*); #endif F77_RET_T F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_REAL*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_REAL*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_REAL*, const F77_INT&, const F77_REAL&, F77_REAL&, F77_REAL*, F77_INT*, F77_INT& F77_CHAR_ARG_LEN_DECL); #if defined (HAVE_QRUPDATE) F77_RET_T F77_FUNC (sch1up, SCH1UP) (const F77_INT&, F77_REAL*, const F77_INT&, F77_REAL*, F77_REAL*); F77_RET_T F77_FUNC (sch1dn, SCH1DN) (const F77_INT&, F77_REAL*, const F77_INT&, F77_REAL*, F77_REAL*, F77_INT&); F77_RET_T F77_FUNC (schinx, SCHINX) (const F77_INT&, F77_REAL*, const F77_INT&, const F77_INT&, F77_REAL*, F77_REAL*, F77_INT&); F77_RET_T F77_FUNC (schdex, SCHDEX) (const F77_INT&, F77_REAL*, const F77_INT&, const F77_INT&, F77_REAL*); F77_RET_T F77_FUNC (schshx, SCHSHX) (const F77_INT&, F77_REAL*, const F77_INT&, const F77_INT&, const F77_INT&, F77_REAL*); #endif F77_RET_T F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, const F77_DBLE&, F77_DBLE&, F77_DBLE_CMPLX*, F77_DBLE*, F77_INT& F77_CHAR_ARG_LEN_DECL); #if defined (HAVE_QRUPDATE) F77_RET_T F77_FUNC (zch1up, ZCH1UP) (const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, F77_DBLE_CMPLX*, F77_DBLE*); F77_RET_T F77_FUNC (zch1dn, ZCH1DN) (const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, F77_DBLE_CMPLX*, F77_DBLE*, F77_INT&); F77_RET_T F77_FUNC (zchinx, ZCHINX) (const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, const F77_INT&, F77_DBLE_CMPLX*, F77_DBLE*, F77_INT&); F77_RET_T F77_FUNC (zchdex, ZCHDEX) (const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, const F77_INT&, F77_DBLE*); F77_RET_T F77_FUNC (zchshx, ZCHSHX) (const F77_INT&, F77_DBLE_CMPLX*, const F77_INT&, const F77_INT&, const F77_INT&, F77_DBLE_CMPLX*, F77_DBLE*); #endif F77_RET_T F77_FUNC (cpotrf, CPOTRF) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_CMPLX*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (cpotri, CPOTRI) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_CMPLX*, const F77_INT&, F77_INT& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (cpocon, CPOCON) (F77_CONST_CHAR_ARG_DECL, const F77_INT&, F77_CMPLX*, const F77_INT&, const F77_REAL&, F77_REAL&, F77_CMPLX*, F77_REAL*, F77_INT& F77_CHAR_ARG_LEN_DECL); #if defined (HAVE_QRUPDATE) F77_RET_T F77_FUNC (cch1up, CCH1UP) (const F77_INT&, F77_CMPLX*, const F77_INT&, F77_CMPLX*, F77_REAL*); F77_RET_T F77_FUNC (cch1dn, CCH1DN) (const F77_INT&, F77_CMPLX*, const F77_INT&, F77_CMPLX*, F77_REAL*, F77_INT&); F77_RET_T F77_FUNC (cchinx, CCHINX) (const F77_INT&, F77_CMPLX*, const F77_INT&, const F77_INT&, F77_CMPLX*, F77_REAL*, F77_INT&); F77_RET_T F77_FUNC (cchdex, CCHDEX) (const F77_INT&, F77_CMPLX*, const F77_INT&, const F77_INT&, F77_REAL*); F77_RET_T F77_FUNC (cchshx, CCHSHX) (const F77_INT&, F77_CMPLX*, const F77_INT&, const F77_INT&, const F77_INT&, F77_CMPLX*, F77_REAL*); #endif } 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"); octave_idx_type n = r_nc; octave_idx_type info = 0; Matrix tmp = r; double *v = tmp.fortran_vec (); if (info == 0) { 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))); // 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"); octave_idx_type n = r_nc; octave_idx_type info = 0; FloatMatrix tmp = r; float *v = tmp.fortran_vec (); if (info == 0) { 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))); // 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"); octave_idx_type n = r_nc; octave_idx_type 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) = 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 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"); octave_idx_type n = r_nc; octave_idx_type 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) = 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; } 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 (chol_mat, is_upper); } template <typename T> void chol<T>::set (const T& R) { if (! R.is_square ()) (*current_liboctave_error_handler) ("chol: requires square matrix"); chol_mat = R; } #if ! defined (HAVE_QRUPDATE) template <typename T> void chol<T>::update (const VT& u) { warn_qrupdate_once (); octave_idx_type n = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); init (chol_mat.hermitian () * chol_mat + T (u) * T (u).hermitian (), true, false); } template <typename T> static 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 = chol_mat.rows (); if (u.numel () != n) (*current_liboctave_error_handler) ("cholupdate: dimension mismatch"); if (singular (chol_mat)) info = 2; else { info = init (chol_mat.hermitian () * 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 = 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 (chol_mat)) info = 2; else if (octave::math::imag (u(j)) != zero) info = 3; else { T a = chol_mat.hermitian () * 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) = octave::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 = chol_mat.rows (); if (j < 0 || j > n-1) (*current_liboctave_error_handler) ("choldelete: index out of range"); T a = chol_mat.hermitian () * 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 = 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 = chol_mat.hermitian () * 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_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"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) 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++) chol_mat.xelem (i, j) = 0.0; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } double *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (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))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type 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 (); Array<octave_idx_type> iz (dim_vector (n, 1)); octave_idx_type *piz = iz.fortran_vec (); if (is_upper) F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, xrcond, pz, piz, dpocon_info F77_CHAR_ARG_LEN (1))); else F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, anorm, xrcond, pz, piz, dpocon_info F77_CHAR_ARG_LEN (1))); if (dpocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> void chol<Matrix>::update (const ColumnVector& u) { octave_idx_type n = 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, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w)); } template <> octave_idx_type chol<Matrix>::downdate (const ColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = 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, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w, info)); return info; } template <> octave_idx_type chol<Matrix>::insert_sym (const ColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = 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"); ColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, w, n); chol_mat.resize (n+1, n+1); F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, utmp.fortran_vec (), w, info)); return info; } template <> void chol<Matrix>::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, w)); chol_mat.resize (n-1, n-1); } template <> void chol<Matrix>::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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, chol_mat.fortran_vec (), chol_mat.rows (), i + 1, j + 1, w)); } #endif template <> 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"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) 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++) chol_mat.xelem (i, j) = 0.0f; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } float *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. float anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (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))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type 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 (); Array<octave_idx_type> iz (dim_vector (n, 1)); octave_idx_type *piz = iz.fortran_vec (); if (is_upper) F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, xrcond, pz, piz, spocon_info F77_CHAR_ARG_LEN (1))); else F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h, n, anorm, xrcond, pz, piz, spocon_info F77_CHAR_ARG_LEN (1))); if (spocon_info != 0) info = -1; } return info; } #if defined (HAVE_QRUPDATE) template <> void chol<FloatMatrix>::update (const FloatColumnVector& u) { octave_idx_type n = 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, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w)); } template <> octave_idx_type chol<FloatMatrix>::downdate (const FloatColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = 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, chol_mat.fortran_vec (), chol_mat.rows (), utmp.fortran_vec (), w, info)); return info; } template <> octave_idx_type chol<FloatMatrix>::insert_sym (const FloatColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = 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"); FloatColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (float, w, n); chol_mat.resize (n+1, n+1); F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, utmp.fortran_vec (), w, info)); return info; } template <> void chol<FloatMatrix>::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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, chol_mat.fortran_vec (), chol_mat.rows (), j + 1, w)); chol_mat.resize (n-1, n-1); } template <> void chol<FloatMatrix>::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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, chol_mat.fortran_vec (), chol_mat.rows (), i + 1, j + 1, w)); } #endif template <> 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"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) 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++) chol_mat.xelem (i, j) = 0.0; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } Complex *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (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))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type 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, xrcond, 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 <> void chol<ComplexMatrix>::update (const ComplexColumnVector& u) { octave_idx_type n = 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 (chol_mat.fortran_vec ()), chol_mat.rows (), F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> octave_idx_type chol<ComplexMatrix>::downdate (const ComplexColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = 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 (chol_mat.fortran_vec ()), chol_mat.rows (), F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> octave_idx_type chol<ComplexMatrix>::insert_sym (const ComplexColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = 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"); ComplexColumnVector utmp = u; OCTAVE_LOCAL_BUFFER (double, rw, n); chol_mat.resize (n+1, n+1); F77_XFCN (zchinx, ZCHINX, (n, F77_DBLE_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (), j + 1, F77_DBLE_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> void chol<ComplexMatrix>::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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 (chol_mat.fortran_vec ()), chol_mat.rows (), j + 1, rw)); chol_mat.resize (n-1, n-1); } template <> void chol<ComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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 (chol_mat.fortran_vec ()), chol_mat.rows (), i + 1, j + 1, F77_DBLE_CMPLX_ARG (w), rw)); } #endif template <> 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"); octave_idx_type n = a_nc; octave_idx_type info; is_upper = upper; chol_mat.clear (n, n); if (is_upper) for (octave_idx_type j = 0; j < n; j++) { for (octave_idx_type i = 0; i <= j; i++) chol_mat.xelem (i, j) = a(i, j); for (octave_idx_type i = j+1; i < n; i++) 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++) chol_mat.xelem (i, j) = 0.0f; for (octave_idx_type i = j; i < n; i++) chol_mat.xelem (i, j) = a(i, j); } FloatComplex *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. float anorm = 0; if (calc_cond) anorm = xnorm (a, 1); if (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))); xrcond = 0.0; if (info > 0) chol_mat.resize (info - 1, info - 1); else if (calc_cond) { octave_idx_type 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, xrcond, 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 <> void chol<FloatComplexMatrix>::update (const FloatComplexColumnVector& u) { octave_idx_type n = 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 (chol_mat.fortran_vec ()), chol_mat.rows (), F77_CMPLX_ARG (utmp.fortran_vec ()), rw)); } template <> octave_idx_type chol<FloatComplexMatrix>::downdate (const FloatComplexColumnVector& u) { octave_idx_type info = -1; octave_idx_type n = 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 (chol_mat.fortran_vec ()), chol_mat.rows (), F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> octave_idx_type chol<FloatComplexMatrix>::insert_sym (const FloatComplexColumnVector& u, octave_idx_type j) { octave_idx_type info = -1; octave_idx_type n = 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); chol_mat.resize (n+1, n+1); F77_XFCN (cchinx, CCHINX, (n, F77_CMPLX_ARG (chol_mat.fortran_vec ()), chol_mat.rows (), j + 1, F77_CMPLX_ARG (utmp.fortran_vec ()), rw, info)); return info; } template <> void chol<FloatComplexMatrix>::delete_sym (octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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 (chol_mat.fortran_vec ()), chol_mat.rows (), j + 1, rw)); chol_mat.resize (n-1, n-1); } template <> void chol<FloatComplexMatrix>::shift_sym (octave_idx_type i, octave_idx_type j) { octave_idx_type n = chol_mat.rows (); 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 (chol_mat.fortran_vec ()), chol_mat.rows (), 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 Matrix chol2inv<Matrix> (const Matrix& r); template ComplexMatrix chol2inv<ComplexMatrix> (const ComplexMatrix& r); template FloatMatrix chol2inv<FloatMatrix> (const FloatMatrix& r); template FloatComplexMatrix chol2inv<FloatComplexMatrix> (const FloatComplexMatrix& r);