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+++ b/liboctave/floatCHOL.h
@@ -0,0 +1,96 @@
+/*
+
+Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006,
+              2007 John W. Eaton
+
+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/>.
+
+*/
+
+// updating/downdating by Jaroslav Hajek 2008
+
+#if !defined (octave_FloatCHOL_h)
+#define octave_FloatCHOL_h 1
+
+#include <iostream>
+
+#include "fMatrix.h"
+
+class
+OCTAVE_API
+FloatCHOL
+{
+public:
+
+  FloatCHOL (void) : chol_mat () { }
+
+  FloatCHOL (const FloatMatrix& a, bool calc_cond = false) { init (a, calc_cond); }
+
+  FloatCHOL (const FloatMatrix& a, octave_idx_type& info, bool calc_cond = false) 
+    { info = init (a, calc_cond); }
+
+  FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
+
+  FloatCHOL& operator = (const FloatCHOL& a)
+    {
+      if (this != &a)
+	{
+	  chol_mat = a.chol_mat;
+	  xrcond = a.xrcond;
+	}
+      return *this;
+    }
+
+  FloatMatrix chol_matrix (void) const { return chol_mat; }
+
+  float rcond (void) const { return xrcond; }
+
+  // Compute the inverse of a matrix using the Cholesky factorization.
+  FloatMatrix inverse (void) const;
+
+  void set (const FloatMatrix& R);
+
+  void update (const FloatMatrix& u);
+
+  octave_idx_type downdate (const FloatMatrix& u);
+
+  octave_idx_type insert_sym (const FloatMatrix& u, octave_idx_type j);
+
+  void delete_sym (octave_idx_type j);
+
+  void shift_sym (octave_idx_type i, octave_idx_type j);
+
+  friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatCHOL& a);
+
+private:
+
+  FloatMatrix chol_mat;
+
+  float xrcond;
+
+  octave_idx_type init (const FloatMatrix& a, bool calc_cond);
+};
+
+FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r);
+
+#endif
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; End: ***
+*/