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annotate src/DLD-FUNCTIONS/chol.cc @ 13294:7dce7e110511

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make concatenation of class objects work * data.h: New file. * src/Makefile.am (octinclude_HEADERS): Add it to the list. * data.cc (attempt_type_conversion): New static function. (do_class_concat): New function. (do_cat): Use it if any elements of the list are objects. Check whether any elements of the list are objects or cells. Check whether all elements of the list are complex. Check whether the first element of the list is a struct. Maybe convert elements of the list to cells. New tests for horzcat and vertcat. * data.h (do_class_concat): Provide decl. * ov-class.h (octave_class::octave_class): Allow optional parent list. * ov.h, ov.h (octave_value::octave_value (const Octave_map&, const std::string&)): Likewise. * pt-mat.cc (do_class_concat): New static function. (tree_matrix::rvalue1): Use it to concatenate objects.
author John W. Eaton <jwe@octave.org>
date Fri, 07 Oct 2011 22:16:07 -0400
parents d6bd2f2c35cc
children 5fa482628bf6
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1 /*
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2
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3 Copyright (C) 1996-2011 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5 Copyright (C) 2008-2009 VZLU Prague
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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26 #ifdef HAVE_CONFIG_H
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27 #include <config.h>
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28 #endif
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29
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30 #include "CmplxCHOL.h"
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31 #include "dbleCHOL.h"
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32 #include "fCmplxCHOL.h"
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33 #include "floatCHOL.h"
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34 #include "SparseCmplxCHOL.h"
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35 #include "SparsedbleCHOL.h"
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36 #include "oct-spparms.h"
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37 #include "sparse-util.h"
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38
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39 #include "ov-re-sparse.h"
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40 #include "ov-cx-sparse.h"
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41 #include "defun-dld.h"
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42 #include "error.h"
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43 #include "gripes.h"
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44 #include "oct-obj.h"
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45 #include "utils.h"
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46
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47 template <class CHOLT>
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48 static octave_value
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49 get_chol_r (const CHOLT& fact)
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50 {
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51 return octave_value (fact.chol_matrix (),
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52 MatrixType (MatrixType::Upper));
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53 }
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54
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55 template <class CHOLT>
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56 static octave_value
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57 get_chol_l (const CHOLT& fact)
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58 {
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59 return octave_value (fact.chol_matrix ().transpose (),
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60 MatrixType (MatrixType::Lower));
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61 }
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62
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63 DEFUN_DLD (chol, args, nargout,
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64 "-*- texinfo -*-\n\
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65 @deftypefn {Loadable Function} {@var{R} =} chol (@var{A})\n\
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66 @deftypefnx {Loadable Function} {[@var{R}, @var{p}] =} chol (@var{A})\n\
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67 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S})\n\
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68 @deftypefnx {Loadable Function} {[@var{R}, @var{p}, @var{Q}] =} chol (@var{S}, 'vector')\n\
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69 @deftypefnx {Loadable Function} {[@var{L}, @dots{}] =} chol (@dots{}, 'lower')\n\
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70 @cindex Cholesky factorization\n\
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71 Compute the Cholesky@tie{}factor, @var{R}, of the symmetric positive definite\n\
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72 matrix @var{A}, where\n\
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73 @tex\n\
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74 $ R^T R = A $.\n\
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75 @end tex\n\
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76 @ifnottex\n\
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77 \n\
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78 @example\n\
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79 @var{R}' * @var{R} = @var{A}.\n\
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80 @end example\n\
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81 \n\
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82 @end ifnottex\n\
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83 \n\
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84 Called with one output argument @code{chol} fails if @var{A} or @var{S} is\n\
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85 not positive definite. With two or more output arguments @var{p} flags\n\
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86 whether the matrix was positive definite and @code{chol} does not fail. A\n\
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87 zero value indicated that the matrix was positive definite and the @var{R}\n\
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88 gives the factorization, and @var{p} will have a positive value otherwise.\n\
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89 \n\
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90 If called with 3 outputs then a sparsity preserving row/column permutation\n\
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91 is applied to @var{A} prior to the factorization. That is @var{R}\n\
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92 is the factorization of @code{@var{A}(@var{Q},@var{Q})} such that\n\
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93 @tex\n\
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94 $ R^T R = Q^T A Q$.\n\
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95 @end tex\n\
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96 @ifnottex\n\
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97 \n\
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98 @example\n\
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99 @var{R}' * @var{R} = @var{Q}' * @var{A} * @var{Q}.\n\
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100 @end example\n\
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101 \n\
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102 @end ifnottex\n\
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103 \n\
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104 The sparsity preserving permutation is generally returned as a matrix.\n\
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105 However, given the flag 'vector', @var{Q} will be returned as a vector\n\
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106 such that\n\
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107 @tex\n\
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108 $ R^T R = A (Q, Q)$.\n\
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109 @end tex\n\
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110 @ifnottex\n\
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111 \n\
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112 @example\n\
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113 @var{R}' * @var{R} = @var{A}(@var{Q}, @var{Q}).\n\
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114 @end example\n\
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115 \n\
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116 @end ifnottex\n\
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117 \n\
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118 Called with either a sparse or full matrix and using the 'lower' flag,\n\
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119 @code{chol} returns the lower triangular factorization such that\n\
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120 @tex\n\
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121 $ L L^T = A $.\n\
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122 @end tex\n\
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123 @ifnottex\n\
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124 \n\
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125 @example\n\
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126 @var{L} * @var{L}' = @var{A}.\n\
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127 @end example\n\
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128 \n\
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129 @end ifnottex\n\
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130 \n\
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131 In general the lower triangular factorization is significantly faster for\n\
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132 sparse matrices.\n\
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133 @seealso{cholinv, chol2inv}\n\
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diff changeset
134 @end deftypefn")
2928
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parents:
diff changeset
135 {
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
136 octave_value_list retval;
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
137 int nargin = args.length ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
138 bool LLt = false;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
139 bool vecout = false;
2928
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diff changeset
140
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12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
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diff changeset
141 if (nargin < 1 || nargin > 3 || nargout > 3
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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parents: 7017
diff changeset
142 || (! args(0).is_sparse_type () && nargout > 2))
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
143 {
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
144 print_usage ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
145 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
146 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
147
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
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diff changeset
148 int n = 1;
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
149 while (n < nargin && ! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
150 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
151 std::string tmp = args(n++).string_value ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
152
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
153 if (! error_state )
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
154 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
155 if (tmp.compare ("vector") == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
156 vecout = true;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
157 else if (tmp.compare ("lower") == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
158 LLt = true;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
159 else if (tmp.compare ("upper") == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
160 LLt = false;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
161 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
162 error ("chol: unexpected second or third input");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
163 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
164 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
165 error ("chol: expecting trailing string arguments");
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
166 }
2928
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jwe
parents:
diff changeset
167
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
168 if (! error_state)
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
169 {
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
170 octave_value arg = args(0);
11586
12df7854fa7c strip trailing whitespace from source files
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diff changeset
171
7515
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diff changeset
172 octave_idx_type nr = arg.rows ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
173 octave_idx_type nc = arg.columns ();
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
174 bool natural = (nargout != 3);
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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diff changeset
175
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
176 int arg_is_empty = empty_arg ("chol", nr, nc);
2928
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diff changeset
177
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
178 if (arg_is_empty < 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9862
diff changeset
179 return retval;
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
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diff changeset
180 if (arg_is_empty > 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
181 return octave_value (Matrix ());
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
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diff changeset
182
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
183 if (arg.is_sparse_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9862
diff changeset
184 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
185 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
186 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
187 SparseMatrix m = arg.sparse_matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
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diff changeset
188
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
189 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
190 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
191 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
192 SparseCHOL fact (m, info, natural);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
193 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
194 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
195 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
196 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
197 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
198 retval(2) = fact.Q();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
199 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
200
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
201 if (nargout > 1 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
202 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
203 retval(1) = fact.P();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
204 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
205 retval(0) = fact.L();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
206 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
207 retval(0) = fact.R();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
208 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
209 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
210 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
211 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
212 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
213 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
214 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
215 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
216
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
217 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
218 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
219 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
220 SparseComplexCHOL fact (m, info, natural);
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
221
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
222 if (nargout == 3)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
223 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
224 if (vecout)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
225 retval(2) = fact.perm ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
226 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
227 retval(2) = fact.Q();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
228 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
229
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
230 if (nargout > 1 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
231 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
232 retval(1) = fact.P();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
233 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
234 retval(0) = fact.L();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
235 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
236 retval(0) = fact.R();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
237 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
238 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
239 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
240 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
241 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
242 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
243 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
244 }
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
245 else if (arg.is_single_type ())
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
246 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
247 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
248 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
249 FloatMatrix m = arg.float_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
250
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
251 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
252 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
253 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
254 FloatCHOL fact (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
255 if (nargout == 2 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
256 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
257 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
258 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
259 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
260 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
261 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
262 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
263 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
264 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
265 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
266 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
267 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
268 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
269 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents: 7700
diff changeset
270
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
271 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
272 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
273 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
274 FloatComplexCHOL fact (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
275 if (nargout == 2 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
276 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
277 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
278 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
279 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
280 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
281 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
282 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
283 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
284 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
285 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
286 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
287 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
288 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
289 }
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
290 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
291 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
292 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
293 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
294 Matrix m = arg.matrix_value ();
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
295
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
296 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
297 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
298 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
299 CHOL fact (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
300 if (nargout == 2 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
301 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
302 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
303 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
304 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
305 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
306 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
307 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
308 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
309 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
310 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
311 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
312 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
313 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
314 ComplexMatrix m = arg.complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
315
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
316 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
317 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
318 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
319 ComplexCHOL fact (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
320 if (nargout == 2 || info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
321 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
322 retval(1) = info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
323 if (LLt)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
324 retval(0) = get_chol_l (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
325 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
326 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
327 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
328 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
329 error ("chol: input matrix must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
330 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
331 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
332 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
333 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
334 }
2928
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
335 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
336
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
337 return retval;
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
338 }
295f037b4b3e [project @ 1997-05-05 05:32:33 by jwe]
jwe
parents:
diff changeset
339
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
340 /*
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
341
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
342 %!assert(chol ([2, 1; 1, 1]), [sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)], sqrt (eps));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
343 %!assert(chol (single([2, 1; 1, 1])), single([sqrt(2), 1/sqrt(2); 0, 1/sqrt(2)]), sqrt (eps('single')));
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
344
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
345 %!error chol ([1, 2; 3, 4]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
346 %!error chol ([1, 2; 3, 4; 5, 6]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
347 %!error <Invalid call to chol.*> chol ();
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
348 %!error <unexpected second or third input.*> chol (1, 2);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
349
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
350 */
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
351
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
352 DEFUN_DLD (cholinv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
353 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
354 @deftypefn {Loadable Function} {} cholinv (@var{A})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
355 Use the Cholesky@tie{}factorization to compute the inverse of the\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
356 symmetric positive definite matrix @var{A}.\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
357 @seealso{chol, chol2inv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
358 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
359 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
360 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
361
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
362 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
363
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
364 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
365 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
366 octave_value arg = args(0);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
367
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
368 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
369 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
370
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
371 if (nr == 0 || nc == 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
372 retval = Matrix ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
373 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
374 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
375 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
376 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
377 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
378 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
379 SparseMatrix m = arg.sparse_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
380
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
381 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
382 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
383 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
384 SparseCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
385 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
386 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
387 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
388 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
389 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
390 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
391 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
392 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
393 SparseComplexMatrix m = arg.sparse_complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
394
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
395 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
396 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
397 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
398 SparseComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
399 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
400 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
401 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
402 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
403 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
404 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
405 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
406 gripe_wrong_type_arg ("cholinv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
407 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
408 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
409 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
410 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
411 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
412 FloatMatrix m = arg.float_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
413
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
414 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
415 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
416 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
417 FloatCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
418 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
419 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
420 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
421 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
422 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
423 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
424 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
425 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
426 FloatComplexMatrix m = arg.float_complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
427
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
428 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
429 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
430 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
431 FloatComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
432 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
433 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
434 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
435 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
436 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
437 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
438 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
439 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
440 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
441 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
442 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
443 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
444 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
445 Matrix m = arg.matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
446
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
447 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
448 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
449 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
450 CHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
451 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
452 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
453 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
454 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
455 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
456 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
457 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
458 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
459 ComplexMatrix m = arg.complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
460
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
461 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
462 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
463 octave_idx_type info;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
464 ComplexCHOL chol (m, info);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
465 if (info == 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
466 retval = chol.inverse ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
467 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
468 error ("cholinv: A must be positive definite");
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
469 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
470 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
471 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
472 gripe_wrong_type_arg ("chol", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
473 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
474 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
475 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
476 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
477 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
478
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
479 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
480 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
481
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
482 /*
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
483
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
484 %!shared A, Ainv
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
485 %! A = [2,0.2;0.2,1];
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
486 %! Ainv = inv(A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
487 %!test
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
488 %! Ainv1 = cholinv(A);
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
489 %! assert (norm(Ainv-Ainv1),0,1e-10)
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
490 %!testif HAVE_CHOLMOD
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
491 %! Ainv2 = inv(sparse(A));
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
492 %! assert (norm(Ainv-Ainv2),0,1e-10)
8880
078ca05e4ef8 chol.cc: correct spelling of CHOLMOD in tests
John W. Eaton <jwe@octave.org>
parents: 8872
diff changeset
493 %!testif HAVE_CHOLMOD
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
494 %! Ainv3 = cholinv(sparse(A));
8871
fb1c929dbbb7 tests vs. 64-bit indexing
John W. Eaton <jwe@octave.org>
parents: 8562
diff changeset
495 %! assert (norm(Ainv-Ainv3),0,1e-10)
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
496
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
497 */
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 8284
diff changeset
498
5760
8d7162924bd3 [project @ 2006-04-14 04:01:37 by jwe]
jwe
parents: 5448
diff changeset
499 DEFUN_DLD (chol2inv, args, ,
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
500 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
501 @deftypefn {Loadable Function} {} chol2inv (@var{U})\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
502 Invert a symmetric, positive definite square matrix from its Cholesky\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
503 decomposition, @var{U}. Note that @var{U} should be an upper-triangular\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
504 matrix with positive diagonal elements. @code{chol2inv (@var{U})}\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
505 provides @code{inv (@var{U}'*@var{U})} but it is much faster than\n\
5343
be0bd7a760c9 [project @ 2005-05-06 18:04:16 by jwe]
jwe
parents: 5340
diff changeset
506 using @code{inv}.\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
507 @seealso{chol, cholinv, inv}\n\
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
508 @end deftypefn")
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
509 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
510 octave_value retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
511
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
512 int nargin = args.length ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
513
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
514 if (nargin == 1)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
515 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
516 octave_value arg = args(0);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
517
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
518 octave_idx_type nr = arg.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
519 octave_idx_type nc = arg.columns ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
520
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
521 if (nr == 0 || nc == 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
522 retval = Matrix ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
523 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
524 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
525 if (arg.is_sparse_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
526 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
527 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
528 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
529 SparseMatrix r = arg.sparse_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
530
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
531 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
532 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
533 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
534 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
535 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
536 SparseComplexMatrix r = arg.sparse_complex_matrix_value ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
537
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
538 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
539 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
540 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
541 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
542 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
543 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
544 else if (arg.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
545 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
546 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
547 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
548 FloatMatrix r = arg.float_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
549
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
550 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
551 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
552 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
553 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
554 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
555 FloatComplexMatrix r = arg.float_complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
556
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
557 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
558 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
559 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
560 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
561 gripe_wrong_type_arg ("chol2inv", arg);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
562
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
563 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
564 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
565 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
566 if (arg.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
567 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
568 Matrix r = arg.matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
569
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
570 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
571 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
572 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
573 else if (arg.is_complex_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
574 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
575 ComplexMatrix r = arg.complex_matrix_value ();
7515
f3c00dc0912b Eliminate the rest of the dispatched sparse functions
David Bateman <dbateman@free.fr>
parents: 7017
diff changeset
576
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
577 if (! error_state)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
578 retval = chol2inv (r);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
579 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
580 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
581 gripe_wrong_type_arg ("chol2inv", arg);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
582 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
583 }
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
584 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
585 else
5823
080c08b192d8 [project @ 2006-05-19 05:32:17 by jwe]
jwe
parents: 5760
diff changeset
586 print_usage ();
5340
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
587
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
588 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
589 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe]
jwe
parents: 5307
diff changeset
590
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
591 DEFUN_DLD (cholupdate, args, nargout,
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
592 "-*- texinfo -*-\n\
7650
eb7bdde776f2 Texinfo fixes
John W. Eaton <jwe@octave.org>
parents: 7559
diff changeset
593 @deftypefn {Loadable Function} {[@var{R1}, @var{info}] =} cholupdate (@var{R}, @var{u}, @var{op})\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
594 Update or downdate a Cholesky@tie{}factorization. Given an upper triangular\n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
595 matrix @var{R} and a column vector @var{u}, attempt to determine another\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
596 upper triangular matrix @var{R1} such that\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
597 @itemize @bullet\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
598 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
599 @var{R1}'*@var{R1} = @var{R}'*@var{R} + @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
600 if @var{op} is \"+\"\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
601 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
602 @item\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
603 @var{R1}'*@var{R1} = @var{R}'*@var{R} - @var{u}*@var{u}'\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
604 if @var{op} is \"-\"\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
605 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
606 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
607 If @var{op} is \"-\", @var{info} is set to\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
608 @itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
609 @item 0 if the downdate was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
610 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
611 @item 1 if @var{R}'*@var{R} - @var{u}*@var{u}' is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
612 \n\
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
613 @item 2 if @var{R} is singular.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
614 @end itemize\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
615 \n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
616 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
617 @seealso{chol, qrupdate}\n\
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
618 @end deftypefn")
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
619 {
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
620 octave_idx_type nargin = args.length ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
621
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
622 octave_value_list retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
623
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
624 if (nargin > 3 || nargin < 2)
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
625 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
626 print_usage ();
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
627 return retval;
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
628 }
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
629
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
630 octave_value argr = args(0);
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
631 octave_value argu = args(1);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
632
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
633 if (argr.is_numeric_type () && argu.is_numeric_type ()
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
634 && (nargin < 3 || args(2).is_string ()))
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
635 {
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
636 octave_idx_type n = argr.rows ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
637
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
638 std::string op = (nargin < 3) ? "+" : args(2).string_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
639
7559
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
640 bool down = op == "-";
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
641
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
642 if (down || op == "+")
07522d7dcdf8 fixes to QR and Cholesky updating code
Jaroslav Hajek <highegg@gmail.com>
parents: 7554
diff changeset
643 if (argr.columns () == n && argu.rows () == n && argu.columns () == 1)
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
644 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
645 int err = 0;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
646 if (argr.is_single_type () || argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
647 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
648 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
649 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
650 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
651 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
652 FloatColumnVector u = argu.float_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
653
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
654 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
655 fact.set (R);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
656
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
657 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
658 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
659 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
660 fact.update (u);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
661
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
662 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
663 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
664 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
665 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
666 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
667 FloatComplexMatrix R = argr.float_complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
668 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
669
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
670 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
671 fact.set (R);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
672
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
673 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
674 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
675 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
676 fact.update (u);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
677
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
678 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
679 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
680 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
681 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
682 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
683 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
684 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
685 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
686 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
687 ColumnVector u = argu.column_vector_value ();
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
688
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
689 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
690 fact.set (R);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
691
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
692 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
693 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
694 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
695 fact.update (u);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
696
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
697 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
698 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
699 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
700 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
701 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
702 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
703 ComplexColumnVector u = argu.complex_column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
704
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
705 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
706 fact.set (R);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
707
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
708 if (down)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
709 err = fact.downdate (u);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
710 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
711 fact.update (u);
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
712
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
713 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
714 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
715 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
716
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
717 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
718 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
719 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
720 error ("cholupdate: downdate violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
721 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
722 error ("cholupdate: singular matrix");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
723 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
724 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
725 error ("cholupdate: dimension mismatch between R and U");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
726 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
727 error ("cholupdate: OP must be \"+\" or \"-\"");
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
728 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
729 else
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
730 print_usage ();
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
731
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
732 return retval;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
733 }
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
734
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
735 /*
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
736 %!shared A, u, Ac, uc
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
737 %! A = [ 0.436997 -0.131721 0.124120 -0.061673 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
738 %! -0.131721 0.738529 0.019851 -0.140295 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
739 %! 0.124120 0.019851 0.354879 -0.059472 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
740 %! -0.061673 -0.140295 -0.059472 0.600939 ];
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
741 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
742 %! u = [ 0.98950 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
743 %! 0.39844 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
744 %! 0.63484 ;
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
745 %! 0.13351 ];
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
746 %! Ac = [ 0.5585528 + 0.0000000i -0.1662088 - 0.0315341i 0.0107873 + 0.0236411i -0.0276775 - 0.0186073i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
747 %! -0.1662088 + 0.0315341i 0.6760061 + 0.0000000i 0.0011452 - 0.0475528i 0.0145967 + 0.0247641i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
748 %! 0.0107873 - 0.0236411i 0.0011452 + 0.0475528i 0.6263149 - 0.0000000i -0.1585837 - 0.0719763i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
749 %! -0.0276775 + 0.0186073i 0.0145967 - 0.0247641i -0.1585837 + 0.0719763i 0.6034234 - 0.0000000i ];
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
750 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
751 %! uc = [ 0.54267 + 0.91519i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
752 %! 0.99647 + 0.43141i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
753 %! 0.83760 + 0.68977i ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
754 %! 0.39160 + 0.90378i ];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
755
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
756
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
757
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
758 %!test
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
759 %! R = chol(A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
760 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
761 %! R1 = cholupdate(R,u);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
762 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
763 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
764 %! assert(norm(R1'*R1 - R'*R - u*u',Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
765 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
766 %! R1 = cholupdate(R1,u,"-");
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
767 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
768 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
769 %! assert(norm(R1 - R,Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
770 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
771 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
772 %! R = chol(Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
773 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
774 %! R1 = cholupdate(R,uc);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
775 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
776 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
777 %! assert(norm(R1'*R1 - R'*R - uc*uc',Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
778 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
779 %! R1 = cholupdate(R1,uc,"-");
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
780 %!
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
781 %! assert(norm(triu(R1)-R1,Inf) == 0)
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
782 %! assert(norm(R1 - R,Inf) < 1e1*eps)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
783
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
784 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
785 %! R = chol(single(A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
786 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
787 %! R1 = cholupdate(R,single(u));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
788 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
789 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
790 %! assert(norm(R1'*R1 - R'*R - single(u*u'),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
791 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
792 %! R1 = cholupdate(R1,single(u),"-");
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
793 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
794 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066
366821c0c01c Adjust tolerance to single precision test.
Ben Abbott <bpabbott@mac.com>
parents: 7924
diff changeset
795 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
796 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
797 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
798 %! R = chol(single(Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
799 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
800 %! R1 = cholupdate(R,single(uc));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
801 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
802 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
803 %! assert(norm(R1'*R1 - R'*R - single(uc*uc'),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
804 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
805 %! R1 = cholupdate(R1,single(uc),"-");
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
806 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
807 %! assert(norm(triu(R1)-R1,Inf) == 0)
8066
366821c0c01c Adjust tolerance to single precision test.
Ben Abbott <bpabbott@mac.com>
parents: 7924
diff changeset
808 %! assert(norm(R1 - R,Inf) < 2e1*eps('single'))
7554
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
809 */
40574114c514 implement Cholesky factorization updating
Jaroslav Hajek <highegg@gmail.com>
parents: 7515
diff changeset
810
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
811 DEFUN_DLD (cholinsert, args, nargout,
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
812 "-*- texinfo -*-\n\
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
813 @deftypefn {Loadable Function} {@var{R1} =} cholinsert (@var{R}, @var{j}, @var{u})\n\
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
814 @deftypefnx {Loadable Function} {[@var{R1}, @var{info}] =} cholinsert (@var{R}, @var{j}, @var{u})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
815 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
816 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
817 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
818 @var{A1}, where @w{A1(p,p) = A}, @w{A1(:,j) = A1(j,:)' = u} and\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
819 @w{p = [1:j-1,j+1:n+1]}. @w{u(j)} should be positive.\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
820 On return, @var{info} is set to\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
821 @itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
822 @item 0 if the insertion was successful,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
823 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
824 @item 1 if @var{A1} is not positive definite,\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
825 \n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
826 @item 2 if @var{R} is singular.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
827 @end itemize\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
828 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
829 If @var{info} is not present, an error message is printed in cases 1 and 2.\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
830 @seealso{chol, cholupdate, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
831 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
832 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
833 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
834
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
835 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
836
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
837 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
838 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
839 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
840 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
841 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
842
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
843 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
844 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
845 octave_value argu = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
846
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
847 if (argr.is_numeric_type () && argu.is_numeric_type ()
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
848 && argj.is_real_scalar ())
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
849 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
850 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
851 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
852
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
853 if (argr.columns () == n && argu.rows () == n+1 && argu.columns () == 1)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
854 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
855 if (j > 0 && j <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
856 {
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
857 int err = 0;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
858 if (argr.is_single_type () || argu.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
859 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
860 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
861 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
862 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
863 FloatMatrix R = argr.float_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
864 FloatColumnVector u = argu.float_column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
865
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
866 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
867 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
868 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
869
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
870 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
871 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
872 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
873 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
874 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
875 FloatComplexMatrix R = argr.float_complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
876 FloatComplexColumnVector u = argu.float_complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
877
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
878 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
879 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
880 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
881
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
882 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
883 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
884 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
885 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
886 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
887 if (argr.is_real_type () && argu.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
888 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
889 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
890 Matrix R = argr.matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
891 ColumnVector u = argu.column_vector_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
892
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
893 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
894 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
895 err = fact.insert_sym (u, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
896
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
897 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
898 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
899 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
900 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
901 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
902 ComplexMatrix R = argr.complex_matrix_value ();
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
903 ComplexColumnVector u = argu.complex_column_vector_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
904
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
905 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
906 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
907 err = fact.insert_sym (u, j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
908
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
909 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
910 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
911 }
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
912
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
913 if (nargout > 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
914 retval(1) = err;
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
915 else if (err == 1)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
916 error ("cholinsert: insertion violates positiveness");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
917 else if (err == 2)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
918 error ("cholinsert: singular matrix");
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
919 else if (err == 3)
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8517
diff changeset
920 error ("cholinsert: diagonal element must be real");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
921 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
922 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
923 error ("cholinsert: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
924 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
925 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
926 error ("cholinsert: dimension mismatch between R and U");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
927 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
928 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
929 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
930
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
931 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
932 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
933
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
934 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
935 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
936 %! u2 = [ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
937 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
938 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
939 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
940 %! 0.45266 ];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
941 %!
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
942 %! R = chol(A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
943 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
944 %! j = 3; p = [1:j-1, j+1:5];
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
945 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
946 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
947 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
948 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
949 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
950 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
951 %! u2 = [ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
952 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
953 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
954 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
955 %! 0.45266 + 0.50020i];
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
956 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
957 %! R = chol(Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
958 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
959 %! j = 3; p = [1:j-1, j+1:5];
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
960 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
961 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
962 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
963 %! assert(norm(A1(p,p) - Ac,Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
964 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
965
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
966 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
967 %! u2 = single ([ 0.35080 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
968 %! 0.63930 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
969 %! 3.31057 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
970 %! -0.13825 ;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
971 %! 0.45266 ]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
972 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
973 %! R = chol(single(A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
974 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
975 %! j = 3; p = [1:j-1, j+1:5];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
976 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
977 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
978 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
979 %! assert(norm(A1(p,p) - A,Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
980 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
981 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
982 %! u2 = single ([ 0.35080 + 0.04298i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
983 %! 0.63930 + 0.23778i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
984 %! 3.31057 + 0.00000i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
985 %! -0.13825 + 0.19879i;
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
986 %! 0.45266 + 0.50020i]);
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
987 %!
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
988 %! R = chol(single(Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
989 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
990 %! j = 3; p = [1:j-1, j+1:5];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
991 %! R1 = cholinsert(R,j,u2); A1 = R1'*R1;
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
992 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
993 %! assert(norm(triu(R1)-R1,Inf) == 0)
10410
b3ec24dc305a chol.cc: Increase tolerance for single precision test.
Ben Abbott <bpabbott@mac.com>
parents: 10155
diff changeset
994 %! assert(norm(A1(p,p) - single(Ac),Inf) < 2e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
995 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
996 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
997
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
998 DEFUN_DLD (choldelete, args, ,
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
999 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1000 @deftypefn {Loadable Function} {@var{R1} =} choldelete (@var{R}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1001 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1002 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
10846
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
1003 triangular, return the Cholesky@tie{}factorization of @w{A(p,p)}, where\n\
a4f482e66b65 Grammarcheck more of the documentation.
Rik <octave@nomad.inbox5.com>
parents: 10840
diff changeset
1004 @w{p = [1:j-1,j+1:n+1]}.\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1005 @seealso{chol, cholupdate, cholinsert}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1006 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1007 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1008 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1009
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1010 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1011
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1012 if (nargin != 2)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1013 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1014 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1015 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1016 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1017
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1018 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1019 octave_value argj = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1020
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
1021 if (argr.is_numeric_type () && argj.is_real_scalar ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1022 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1023 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1024 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1025
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1026 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1027 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1028 if (j > 0 && j <= n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1029 {
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1030 if (argr.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1031 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1032 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1033 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1034 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1035 FloatMatrix R = argr.float_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1036
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1037 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1038 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1039 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1040
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1041 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1042 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1043 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1044 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1045 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1046 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1047
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1048 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1049 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1050 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1051
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1052 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1053 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1054 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1055 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1056 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1057 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1058 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1059 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1060 Matrix R = argr.matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1061
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1062 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1063 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1064 fact.delete_sym (j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1065
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1066 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1067 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1068 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1069 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1070 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1071 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1072
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1073 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1074 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1075 fact.delete_sym (j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1076
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1077 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1078 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1079 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1080 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1081 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1082 error ("choldelete: index J out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1083 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1084 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1085 error ("choldelete: matrix R must be square");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1086 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1087 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1088 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1089
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1090 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1091 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1092
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1093 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1094 %!test
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1095 %! R = chol(A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1096 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1097 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1098 %! R1 = choldelete(R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1099 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1100 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1101 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1102 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1103 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1104 %! R = chol(Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1105 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1106 %! j = 3; p = [1:j-1,j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1107 %! R1 = choldelete(R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1108 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1109 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1110 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1111
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1112 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1113 %! R = chol(single(A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1114 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1115 %! j = 3; p = [1:j-1,j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1116 %! R1 = choldelete(R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1117 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1118 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1119 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1120 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1121 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1122 %! R = chol(single(Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1123 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1124 %! j = 3; p = [1:j-1,j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1125 %! R1 = choldelete(R,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1126 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1127 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1128 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1129 */
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1130
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7814
diff changeset
1131 DEFUN_DLD (cholshift, args, ,
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1132 "-*- texinfo -*-\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1133 @deftypefn {Loadable Function} {@var{R1} =} cholshift (@var{R}, @var{i}, @var{j})\n\
10840
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1134 Given a Cholesky@tie{}factorization of a real symmetric or complex Hermitian\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1135 positive definite matrix @w{@var{A} = @var{R}'*@var{R}}, @var{R}@tie{}upper\n\
89f4d7e294cc Grammarcheck .cc files
Rik <octave@nomad.inbox5.com>
parents: 10410
diff changeset
1136 triangular, return the Cholesky@tie{}factorization of\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1137 @w{@var{A}(p,p)}, where @w{p} is the permutation @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1138 @code{p = [1:i-1, shift(i:j, 1), j+1:n]} if @w{@var{i} < @var{j}} @*\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1139 or @*\n\
9064
7c02ec148a3c Check grammar on all .cc files
Rik <rdrider0-list@yahoo.com>
parents: 8880
diff changeset
1140 @code{p = [1:j-1, shift(j:i,-1), i+1:n]} if @w{@var{j} < @var{i}}. @*\n\
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1141 \n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1142 @seealso{chol, cholinsert, choldelete}\n\
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1143 @end deftypefn")
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1144 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1145 octave_idx_type nargin = args.length ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1146
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1147 octave_value_list retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1148
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1149 if (nargin != 3)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1150 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1151 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1152 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1153 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1154
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1155 octave_value argr = args(0);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1156 octave_value argi = args(1);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1157 octave_value argj = args(2);
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1158
9453
5fcf008c7c41 fix Cholesky updating with scalars
Jaroslav Hajek <highegg@gmail.com>
parents: 9065
diff changeset
1159 if (argr.is_numeric_type () && argi.is_real_scalar () && argj.is_real_scalar ())
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1160 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1161 octave_idx_type n = argr.rows ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1162 octave_idx_type i = argi.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1163 octave_idx_type j = argj.scalar_value ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1164
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1165 if (argr.columns () == n)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1166 {
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1167 if (j > 0 && j <= n+1 && i > 0 && i <= n+1)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1168 {
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1169
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1170 if (argr.is_single_type () && argi.is_single_type () &&
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1171 argj.is_single_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1172 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1173 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1174 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1175 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1176 FloatMatrix R = argr.float_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1177
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1178 FloatCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1179 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1180 fact.shift_sym (i-1, j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1181
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1182 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1183 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1184 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1185 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1186 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1187 FloatComplexMatrix R = argr.float_complex_matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1188
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1189 FloatComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1190 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1191 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1192
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1193 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1194 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1195 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1196 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1197 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1198 if (argr.is_real_type ())
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1199 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1200 // real case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1201 Matrix R = argr.matrix_value ();
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1202
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1203 CHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1204 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1205 fact.shift_sym (i-1, j-1);
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1206
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1207 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1208 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1209 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1210 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1211 // complex case
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1212 ComplexMatrix R = argr.complex_matrix_value ();
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1213
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1214 ComplexCHOL fact;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1215 fact.set (R);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1216 fact.shift_sym (i-1, j-1);
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1217
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1218 retval(0) = get_chol_r (fact);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1219 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9862
diff changeset
1220 }
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1221 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1222 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1223 error ("cholshift: index I or J is out of range");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1224 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1225 else
11553
01f703952eff Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1226 error ("cholshift: R must be a square matrix");
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1227 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1228 else
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1229 print_usage ();
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1230
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1231 return retval;
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1232 }
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1233
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1234 /*
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1235 %!test
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1236 %! R = chol(A);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1237 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1238 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1239 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1240 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1241 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1242 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1243 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1244 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1245 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1246 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1247 %! assert(norm(triu(R1)-R1,Inf) == 0)
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1248 %! assert(norm(R1'*R1 - A(p,p),Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1249 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1250 %!test
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1251 %! R = chol(Ac);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1252 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1253 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1254 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1255 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1256 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1257 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps)
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1258 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1259 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1260 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1261 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1262 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1263 %! assert(norm(R1'*R1 - Ac(p,p),Inf) < 1e1*eps)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1264
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1265 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1266 %! R = chol(single(A));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1267 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1268 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1269 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1270 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1271 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1272 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1273 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1274 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1275 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1276 %!
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1277 %! assert(norm(triu(R1)-R1,Inf) == 0)
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1278 %! assert(norm(R1'*R1 - single(A(p,p)),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1279 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1280 %!test
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1281 %! R = chol(single(Ac));
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1282 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1283 %! i = 1; j = 3; p = [1:i-1, shift(i:j,-1), j+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1284 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1285 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1286 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1287 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single'))
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1288 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1289 %! j = 1; i = 3; p = [1:j-1, shift(j:i,+1), i+1:4];
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1290 %! R1 = cholshift(R,i,j);
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
1291 %!
7814
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1292 %! assert(norm(triu(R1)-R1,Inf) == 0)
87865ed7405f Second set of single precision test code and fix of resulting bugs
David Bateman <dbateman@free.fr>
parents: 7789
diff changeset
1293 %! assert(norm(R1'*R1 - single(Ac(p,p)),Inf) < 1e1*eps('single'))
7700
efccca5f2ad7 more QR & Cholesky updating functions
Jaroslav Hajek <highegg@gmail.com>
parents: 7650
diff changeset
1294 */