|
5506
|
1 /* |
|
|
2 |
|
7017
|
3 Copyright (C) 2005, 2006, 2007 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 #ifdef HAVE_CONFIG_H |
|
|
25 #include <config.h> |
|
|
26 #endif |
|
|
27 |
|
|
28 #include "SparseCmplxCHOL.h" |
|
|
29 |
|
|
30 // Instantiate the base CHOL class for the type we need |
|
|
31 #define OCTAVE_CHOLMOD_TYPE CHOLMOD_COMPLEX |
|
|
32 #include "sparse-base-chol.h" |
|
|
33 #include "sparse-base-chol.cc" |
|
|
34 template class sparse_base_chol <SparseComplexMatrix, Complex, SparseMatrix>; |
|
|
35 |
|
|
36 // Compute the inverse of a matrix using the Cholesky factorization. |
|
|
37 SparseComplexMatrix |
|
|
38 chol2inv (const SparseComplexMatrix& r) |
|
|
39 { |
|
|
40 octave_idx_type r_nr = r.rows (); |
|
|
41 octave_idx_type r_nc = r.cols (); |
|
|
42 SparseComplexMatrix retval; |
|
|
43 |
|
|
44 if (r_nr == r_nc) |
|
|
45 { |
|
5785
|
46 MatrixType mattype (r); |
|
5506
|
47 int typ = mattype.type (false); |
|
|
48 double rcond; |
|
|
49 octave_idx_type info; |
|
|
50 SparseComplexMatrix rinv; |
|
|
51 |
|
5785
|
52 if (typ == MatrixType::Upper) |
|
5506
|
53 { |
|
|
54 rinv = r.inverse(mattype, info, rcond, true, false); |
|
|
55 retval = rinv.transpose() * rinv; |
|
|
56 } |
|
5785
|
57 else if (typ == MatrixType::Lower) |
|
5506
|
58 { |
|
|
59 rinv = r.transpose().inverse(mattype, info, rcond, true, false); |
|
|
60 retval = rinv.transpose() * rinv; |
|
|
61 } |
|
|
62 else |
|
|
63 (*current_liboctave_error_handler) |
|
|
64 ("spchol2inv requires triangular matrix"); |
|
|
65 } |
|
|
66 else |
|
|
67 (*current_liboctave_error_handler) ("spchol2inv requires square matrix"); |
|
|
68 |
|
|
69 return retval; |
|
|
70 } |
|
|
71 |
|
|
72 /* |
|
|
73 ;;; Local Variables: *** |
|
|
74 ;;; mode: C++ *** |
|
|
75 ;;; End: *** |
|
|
76 */ |
