Mercurial > hg > octave-lyh
annotate liboctave/sparse-base-chol.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 | 9a308e96194e |
| rev | line source |
|---|---|
| 5506 | 1 /* |
| 2 | |
| 8920 | 3 Copyright (C) 2005, 2007, 2008 David Bateman |
| 7016 | 4 Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005 Andy Adler |
| 5 | |
| 6 This file is part of Octave. | |
| 5506 | 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. | |
| 5506 | 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/>. | |
| 5506 | 21 |
| 22 */ | |
| 23 | |
| 24 #if !defined (octave_sparse_base_chol_h) | |
| 25 #define octave_sparse_base_chol_h 1 | |
| 26 | |
| 27 #include "oct-sparse.h" | |
| 28 #include "dColVector.h" | |
| 29 | |
| 30 template <class chol_type, class chol_elt, class p_type> | |
| 31 class | |
| 32 sparse_base_chol | |
| 33 { | |
| 34 protected: | |
| 5512 | 35 #ifdef HAVE_CHOLMOD |
| 5506 | 36 class sparse_base_chol_rep |
| 37 { | |
| 38 public: | |
| 7520 | 39 sparse_base_chol_rep (void) : count (1), Lsparse (0), |
|
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parents:
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diff
changeset
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40 is_pd (false), minor_p (0) { } |
| 5512 | 41 |
| 5506 | 42 sparse_base_chol_rep (const chol_type& a, |
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43 const bool natural) : count (1) |
| 5506 | 44 { init (a, natural); } |
| 45 | |
| 46 sparse_base_chol_rep (const chol_type& a, octave_idx_type& info, | |
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47 const bool natural) : count (1) |
| 5506 | 48 { info = init (a, natural); } |
| 49 | |
|
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Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
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50 ~sparse_base_chol_rep (void) |
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51 { if (is_pd) CHOLMOD_NAME(free_sparse) (&Lsparse, &Common); } |
| 5506 | 52 |
| 53 cholmod_sparse * L (void) const { return Lsparse; } | |
| 5512 | 54 |
| 5506 | 55 octave_idx_type P (void) const |
| 56 { return (minor_p == static_cast<octave_idx_type>(Lsparse->ncol) ? | |
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parents:
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changeset
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57 0 : minor_p + 1); } |
| 5506 | 58 |
| 59 ColumnVector perm (void) const { return perms + 1; } | |
| 60 | |
| 61 p_type Q (void) const; | |
| 62 | |
| 63 bool is_positive_definite (void) const { return is_pd; } | |
| 64 | |
| 65 double rcond (void) const { return cond; } | |
| 66 | |
| 67 int count; | |
| 68 | |
| 69 private: | |
| 70 cholmod_sparse *Lsparse; | |
| 71 | |
| 72 cholmod_common Common; | |
| 5512 | 73 |
| 5506 | 74 bool is_pd; |
| 75 | |
| 76 octave_idx_type minor_p; | |
| 77 | |
| 78 ColumnVector perms; | |
| 79 | |
| 80 double cond; | |
| 81 | |
| 82 octave_idx_type init (const chol_type& a, bool natural = true); | |
| 83 | |
| 84 void drop_zeros (const cholmod_sparse* S); | |
| 85 | |
| 86 // No assignment | |
| 87 sparse_base_chol_rep& operator = (const sparse_base_chol_rep& a); | |
| 88 }; | |
| 5512 | 89 #else |
| 90 class sparse_base_chol_rep | |
| 91 { | |
| 92 public: | |
| 93 sparse_base_chol_rep (void) : count (1), is_pd (false), minor_p (0) { } | |
| 94 | |
| 95 sparse_base_chol_rep (const chol_type& a, | |
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parents:
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96 const bool natural) : count (1) |
| 5512 | 97 { init (a, natural); } |
| 98 | |
| 99 sparse_base_chol_rep (const chol_type& a, octave_idx_type& info, | |
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100 const bool natural) : count (1) |
| 5512 | 101 { info = init (a, natural); } |
| 102 | |
| 103 ~sparse_base_chol_rep (void) { } | |
| 104 | |
| 105 octave_idx_type P (void) const { return 0; } | |
| 106 | |
| 107 ColumnVector perm (void) const { return perms + 1; } | |
| 108 | |
| 109 p_type Q (void) const; | |
| 110 | |
| 111 bool is_positive_definite (void) const { return is_pd; } | |
| 112 | |
| 113 double rcond (void) const { return cond; } | |
| 114 | |
| 115 int count; | |
| 116 | |
| 117 private: | |
| 118 bool is_pd; | |
| 119 | |
| 120 octave_idx_type minor_p; | |
| 121 | |
| 122 ColumnVector perms; | |
| 123 | |
| 124 double cond; | |
| 125 | |
| 126 octave_idx_type init (const chol_type& a, bool natural = true); | |
| 127 | |
| 128 // No assignment | |
| 129 sparse_base_chol_rep& operator = (const sparse_base_chol_rep& a); | |
| 130 }; | |
| 131 #endif | |
| 5506 | 132 |
| 133 private: | |
| 134 sparse_base_chol_rep *rep; | |
| 135 | |
| 136 public: | |
| 137 | |
| 138 sparse_base_chol (void) : rep (new typename | |
| 139 sparse_base_chol<chol_type, chol_elt, p_type>::sparse_base_chol_rep ()) { } | |
| 140 | |
| 141 sparse_base_chol (const chol_type& a, const bool n) : rep (new typename | |
| 142 sparse_base_chol<chol_type, chol_elt, p_type>:: | |
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parents:
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changeset
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143 sparse_base_chol_rep (a, n)) { } |
| 5506 | 144 |
| 145 sparse_base_chol (const chol_type& a, octave_idx_type& info, const bool n) : | |
| 146 rep (new typename sparse_base_chol<chol_type, chol_elt, p_type>:: | |
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parents:
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diff
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147 sparse_base_chol_rep (a, info, n)) { } |
| 5506 | 148 |
| 149 sparse_base_chol (const sparse_base_chol<chol_type, chol_elt, p_type>& a) : | |
| 150 rep (a.rep) { rep->count++; } | |
| 151 | |
| 152 ~sparse_base_chol (void) | |
| 153 { | |
| 154 if (--rep->count <= 0) | |
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parents:
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155 delete rep; |
| 5506 | 156 } |
| 157 | |
| 158 sparse_base_chol& operator = (const sparse_base_chol& a) | |
| 159 { | |
| 160 if (this != &a) | |
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161 { |
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cbc402e64d83
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parents:
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162 if (--rep->count <= 0) |
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cbc402e64d83
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parents:
10158
diff
changeset
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163 delete rep; |
| 5506 | 164 |
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cbc402e64d83
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parents:
10158
diff
changeset
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165 rep = a.rep; |
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cbc402e64d83
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parents:
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166 rep->count++; |
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cbc402e64d83
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John W. Eaton <jwe@octave.org>
parents:
10158
diff
changeset
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167 } |
| 5506 | 168 |
| 169 return *this; | |
| 170 } | |
| 171 | |
| 172 chol_type L (void) const; | |
| 173 | |
| 174 chol_type R (void) const { return L().hermitian (); } | |
| 175 | |
| 176 octave_idx_type P (void) const { return rep->P(); } | |
| 177 | |
| 178 ColumnVector perm (void) const { return rep->perm(); } | |
| 179 | |
| 180 p_type Q (void) const { return rep->Q(); } | |
| 181 | |
| 182 bool is_positive_definite (void) const | |
| 183 { return rep->is_positive_definite(); } | |
| 184 | |
| 185 double rcond (void) const { return rep->rcond(); } | |
| 186 | |
| 187 chol_type inverse (void) const; | |
| 188 }; | |
| 189 | |
| 190 #endif |