Mercurial > hg > octave-lyh
view liboctave/CmplxCHOL.cc @ 7482:29980c6b8604
don't check f77_exception_encountered
author | John W. Eaton <jwe@octave.org> |
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date | Thu, 14 Feb 2008 21:57:50 -0500 |
parents | a1dbe9d80eee |
children | 40574114c514 |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "dMatrix.h" #include "dRowVector.h" #include "CmplxCHOL.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, Complex*, const octave_idx_type&, const double&, double&, Complex*, double*, octave_idx_type& F77_CHAR_ARG_LEN_DECL); } octave_idx_type ComplexCHOL::init (const ComplexMatrix& a, bool calc_cond) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) { (*current_liboctave_error_handler) ("ComplexCHOL requires square matrix"); return -1; } octave_idx_type n = a_nc; octave_idx_type info; chol_mat = a; Complex *h = chol_mat.fortran_vec (); // Calculate the norm of the matrix, for later use. double anorm = 0; if (calc_cond) anorm = chol_mat.abs().sum().row(static_cast<octave_idx_type>(0)).max(); F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); xrcond = 0.0; if (info != 0) info = -1; else if (calc_cond) { octave_idx_type zpocon_info = 0; // Now calculate the condition number for non-singular matrix. Array<Complex> z (2*n); Complex *pz = z.fortran_vec (); Array<double> rz (n); double *prz = rz.fortran_vec (); F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, anorm, xrcond, pz, prz, zpocon_info F77_CHAR_ARG_LEN (1))); if (zpocon_info != 0) info = -1; } else { // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+1; i < a_nr; i++) chol_mat.xelem (i, j) = 0.0; } return info; } static ComplexMatrix chol2inv_internal (const ComplexMatrix& r) { ComplexMatrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr == r_nc) { octave_idx_type n = r_nc; octave_idx_type info; ComplexMatrix tmp = r; F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, tmp.fortran_vec (), n, info F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = std::conj (tmp.xelem (j, i)); retval = tmp; } else (*current_liboctave_error_handler) ("chol2inv requires square matrix"); return retval; } // Compute the inverse of a matrix using the Cholesky factorization. ComplexMatrix ComplexCHOL::inverse (void) const { return chol2inv_internal (chol_mat); } ComplexMatrix chol2inv (const ComplexMatrix& r) { return chol2inv_internal (r); } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */