Mercurial > hg > octave-lyh
annotate liboctave/dbleCHOL.h @ 10396:a0b51ac0f88a
optimize accumdim with summation
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Fri, 05 Mar 2010 12:31:30 +0100 |
| parents | cbc402e64d83 |
| children | 367bfee35ba0 |
| rev | line source |
|---|---|
| 457 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006, |
| 4 2007 John W. Eaton | |
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5 Copyright (C) 2008, 2009 Jaroslav Hajek |
| 457 | 6 |
| 7 This file is part of Octave. | |
| 8 | |
| 9 Octave is free software; you can redistribute it and/or modify it | |
| 10 under the terms of the GNU General Public License as published by the | |
| 7016 | 11 Free Software Foundation; either version 3 of the License, or (at your |
| 12 option) any later version. | |
| 457 | 13 |
| 14 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 17 for more details. | |
| 18 | |
| 19 You should have received a copy of the GNU General Public License | |
| 7016 | 20 along with Octave; see the file COPYING. If not, see |
| 21 <http://www.gnu.org/licenses/>. | |
| 457 | 22 |
| 23 */ | |
| 24 | |
| 25 #if !defined (octave_CHOL_h) | |
| 26 #define octave_CHOL_h 1 | |
| 27 | |
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28 #include <iosfwd> |
| 457 | 29 |
| 30 #include "dMatrix.h" | |
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31 #include "dColVector.h" |
| 457 | 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) |
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51 { |
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52 chol_mat = a.chol_mat; |
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53 xrcond = a.xrcond; |
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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 | |
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65 void set (const Matrix& R); |
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66 |
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67 void update (const ColumnVector& u); |
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68 |
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69 octave_idx_type downdate (const ColumnVector& u); |
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70 |
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71 octave_idx_type insert_sym (const ColumnVector& u, octave_idx_type j); |
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72 |
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73 void delete_sym (octave_idx_type j); |
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74 |
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75 void shift_sym (octave_idx_type i, octave_idx_type j); |
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Jaroslav Hajek <highegg@gmail.com>
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76 |
| 6108 | 77 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a); |
| 457 | 78 |
| 79 private: | |
| 80 | |
| 1881 | 81 Matrix chol_mat; |
| 457 | 82 |
| 6486 | 83 double xrcond; |
| 84 | |
| 85 octave_idx_type init (const Matrix& a, bool calc_cond); | |
| 457 | 86 }; |
| 87 | |
| 6108 | 88 Matrix OCTAVE_API chol2inv (const Matrix& r); |
| 5340 | 89 |
| 457 | 90 #endif |