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changeset 15383:197774b411ec stable

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rcond: use new copy of data for full factorization if positive definite cholesky factorization fails (bug #37336) * dMatrix.cc (Matrix::rcond): Don't reuse modified matrix data if positive definite cholesky factorization was attempted but fails. * CMatrix.cc (ComplexMatrix::rcond): Likewise. * fMatrix.cc (FloatMatrix::rcond): Likewise. * fCMatrix.cc (FloatComplexMatrix::rcond): Likewise. * rcond.cc: New tests.
author John W. Eaton <jwe@octave.org>
date Thu, 13 Sep 2012 15:14:47 -0400
parents 4663cc835c65
children 2137f5638521 fd5c0159b588
files liboctave/CMatrix.cc liboctave/dMatrix.cc liboctave/fCMatrix.cc liboctave/fMatrix.cc src/DLD-FUNCTIONS/rcond.cc
diffstat 5 files changed, 46 insertions(+), 8 deletions(-) [+]
line wrap: on
line diff
--- a/liboctave/CMatrix.cc
+++ b/liboctave/CMatrix.cc
@@ -1786,13 +1786,15 @@
       else if (typ == MatrixType::Full || typ == MatrixType::Hermitian)
         {
           double anorm = -1.0;
-          ComplexMatrix atmp = *this;
-          Complex *tmp_data = atmp.fortran_vec ();
 
           if (typ == MatrixType::Hermitian)
             {
               octave_idx_type info = 0;
               char job = 'L';
+
+              ComplexMatrix atmp = *this;
+              Complex *tmp_data = atmp.fortran_vec ();
+
               anorm = atmp.abs().sum().
                 row(static_cast<octave_idx_type>(0)).max();
 
@@ -1829,6 +1831,9 @@
             {
               octave_idx_type info = 0;
 
+              ComplexMatrix atmp = *this;
+              Complex *tmp_data = atmp.fortran_vec ();
+
               Array<octave_idx_type> ipvt (dim_vector (nr, 1));
               octave_idx_type *pipvt = ipvt.fortran_vec ();
 
@@ -2098,8 +2103,10 @@
         {
           info = 0;
           char job = 'L';
+
           ComplexMatrix atmp = *this;
           Complex *tmp_data = atmp.fortran_vec ();
+
           anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
           F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr,
--- a/liboctave/dMatrix.cc
+++ b/liboctave/dMatrix.cc
@@ -1454,13 +1454,15 @@
       else if (typ == MatrixType::Full || typ == MatrixType::Hermitian)
         {
           double anorm = -1.0;
-          Matrix atmp = *this;
-          double *tmp_data = atmp.fortran_vec ();
 
           if (typ == MatrixType::Hermitian)
             {
               octave_idx_type info = 0;
               char job = 'L';
+
+              Matrix atmp = *this;
+              double *tmp_data = atmp.fortran_vec ();
+
               anorm = atmp.abs().sum().
                 row(static_cast<octave_idx_type>(0)).max();
 
@@ -1495,6 +1497,9 @@
             {
               octave_idx_type info = 0;
 
+              Matrix atmp = *this;
+              double *tmp_data = atmp.fortran_vec ();
+
               Array<octave_idx_type> ipvt (dim_vector (nr, 1));
               octave_idx_type *pipvt = ipvt.fortran_vec ();
 
@@ -1760,8 +1765,10 @@
         {
           info = 0;
           char job = 'L';
+
           Matrix atmp = *this;
           double *tmp_data = atmp.fortran_vec ();
+
           anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
           F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr,
@@ -1838,6 +1845,7 @@
 
           Matrix atmp = *this;
           double *tmp_data = atmp.fortran_vec ();
+
           if(anorm < 0.)
             anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
--- a/liboctave/fCMatrix.cc
+++ b/liboctave/fCMatrix.cc
@@ -1782,13 +1782,15 @@
       else if (typ == MatrixType::Full || typ == MatrixType::Hermitian)
         {
           float anorm = -1.0;
-          FloatComplexMatrix atmp = *this;
-          FloatComplex *tmp_data = atmp.fortran_vec ();
 
           if (typ == MatrixType::Hermitian)
             {
               octave_idx_type info = 0;
               char job = 'L';
+
+              FloatComplexMatrix atmp = *this;
+              FloatComplex *tmp_data = atmp.fortran_vec ();
+
               anorm = atmp.abs().sum().
                 row(static_cast<octave_idx_type>(0)).max();
 
@@ -1825,6 +1827,9 @@
             {
               octave_idx_type info = 0;
 
+              FloatComplexMatrix atmp = *this;
+              FloatComplex *tmp_data = atmp.fortran_vec ();
+
               Array<octave_idx_type> ipvt (dim_vector (nr, 1));
               octave_idx_type *pipvt = ipvt.fortran_vec ();
 
@@ -2094,8 +2099,10 @@
         {
           info = 0;
           char job = 'L';
+
           FloatComplexMatrix atmp = *this;
           FloatComplex *tmp_data = atmp.fortran_vec ();
+
           anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
           F77_XFCN (cpotrf, CPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr,
--- a/liboctave/fMatrix.cc
+++ b/liboctave/fMatrix.cc
@@ -1454,13 +1454,15 @@
       else if (typ == MatrixType::Full || typ == MatrixType::Hermitian)
         {
           float anorm = -1.0;
-          FloatMatrix atmp = *this;
-          float *tmp_data = atmp.fortran_vec ();
 
           if (typ == MatrixType::Hermitian)
             {
               octave_idx_type info = 0;
               char job = 'L';
+
+              FloatMatrix atmp = *this;
+              float *tmp_data = atmp.fortran_vec ();
+
               anorm = atmp.abs().sum().
                 row(static_cast<octave_idx_type>(0)).max();
 
@@ -1495,6 +1497,9 @@
             {
               octave_idx_type info = 0;
 
+              FloatMatrix atmp = *this;
+              float *tmp_data = atmp.fortran_vec ();
+
               Array<octave_idx_type> ipvt (dim_vector (nr, 1));
               octave_idx_type *pipvt = ipvt.fortran_vec ();
 
@@ -1760,8 +1765,10 @@
         {
           info = 0;
           char job = 'L';
+
           FloatMatrix atmp = *this;
           float *tmp_data = atmp.fortran_vec ();
+
           anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
           F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 (&job, 1), nr,
@@ -1838,6 +1845,7 @@
 
           FloatMatrix atmp = *this;
           float *tmp_data = atmp.fortran_vec ();
+
           if(anorm < 0.)
             anorm = atmp.abs().sum().row(static_cast<octave_idx_type>(0)).max();
 
--- a/src/DLD-FUNCTIONS/rcond.cc
+++ b/src/DLD-FUNCTIONS/rcond.cc
@@ -93,4 +93,12 @@
 %!assert( rcond ([1 1; 2 1]), 1/9)
 %!assert( rcond (magic (4)), 0, eps)
 
+%!shared x, sx
+%! x = [-5.25, -2.25; -2.25, 1] * eps () + ones (2) / 2;
+%! sx = [-5.25, -2.25; -2.25, 1] * eps ("single") + ones (2) / 2;
+%!assert (rcond (x) < eps ());
+%!assert (rcond (sx) < eps ('single'));
+%!assert (rcond (x*i) < eps ());
+%!assert (rcond (sx*i) < eps ('single'));
+
 */