Mercurial > hg > octave-lyh
annotate liboctave/dbleCHOL.h @ 7554:40574114c514
implement Cholesky factorization updating
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Tue, 04 Mar 2008 22:25:50 -0500 |
| parents | a1dbe9d80eee |
| children | efccca5f2ad7 |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006, |
| 4 2007 John W. Eaton | |
| 457 | 5 |
| 6 This file is part of Octave. | |
| 7 | |
| 8 Octave is free software; you can redistribute it and/or modify it | |
| 9 under the terms of the GNU General Public License as published by the | |
| 7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
| 11 option) any later version. | |
| 457 | 12 |
| 13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 16 for more details. | |
| 17 | |
| 18 You should have received a copy of the GNU General Public License | |
| 7016 | 19 along with Octave; see the file COPYING. If not, see |
| 20 <http://www.gnu.org/licenses/>. | |
| 457 | 21 |
| 22 */ | |
| 23 | |
|
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
24 // updating/downdating by Jaroslav Hajek 2008 |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
25 |
| 457 | 26 #if !defined (octave_CHOL_h) |
| 27 #define octave_CHOL_h 1 | |
| 28 | |
| 3503 | 29 #include <iostream> |
| 457 | 30 |
| 31 #include "dMatrix.h" | |
| 32 | |
| 1881 | 33 class |
| 6108 | 34 OCTAVE_API |
| 1881 | 35 CHOL |
| 457 | 36 { |
| 37 public: | |
| 38 | |
| 1881 | 39 CHOL (void) : chol_mat () { } |
| 1528 | 40 |
| 6486 | 41 CHOL (const Matrix& a, bool calc_cond = false) { init (a, calc_cond); } |
| 457 | 42 |
| 6486 | 43 CHOL (const Matrix& a, octave_idx_type& info, bool calc_cond = false) |
| 44 { info = init (a, calc_cond); } | |
| 1528 | 45 |
| 6486 | 46 CHOL (const CHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } |
| 457 | 47 |
| 1528 | 48 CHOL& operator = (const CHOL& a) |
| 49 { | |
| 1881 | 50 if (this != &a) |
| 6486 | 51 { |
| 52 chol_mat = a.chol_mat; | |
| 53 xrcond = a.xrcond; | |
| 54 } | |
| 1528 | 55 return *this; |
| 56 } | |
| 57 | |
| 58 Matrix chol_matrix (void) const { return chol_mat; } | |
| 59 | |
| 6486 | 60 double rcond (void) const { return xrcond; } |
| 61 | |
| 5340 | 62 // Compute the inverse of a matrix using the Cholesky factorization. |
| 63 Matrix inverse (void) const; | |
| 64 | |
|
7554
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
65 void set (const Matrix& R); |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
66 |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
67 void update (const Matrix& u); |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
68 |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
69 octave_idx_type downdate (const Matrix& u); |
|
40574114c514
implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
70 |
| 6108 | 71 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a); |
| 457 | 72 |
| 73 private: | |
| 74 | |
| 1881 | 75 Matrix chol_mat; |
| 457 | 76 |
| 6486 | 77 double xrcond; |
| 78 | |
| 79 octave_idx_type init (const Matrix& a, bool calc_cond); | |
| 457 | 80 }; |
| 81 | |
| 6108 | 82 Matrix OCTAVE_API chol2inv (const Matrix& r); |
| 5340 | 83 |
| 457 | 84 #endif |
| 85 | |
| 86 /* | |
| 87 ;;; Local Variables: *** | |
| 88 ;;; mode: C++ *** | |
| 89 ;;; End: *** | |
| 90 */ |