octave-nkf: liboctave/numeric/dbleCHOL.cc annotate

annotate liboctave/numeric/dbleCHOL.cc @ 20830:b65888ec820e draft default tip gccjit

dmalcom gcc jit import

author	Stefan Mahr <dac922@gmx.de>
date	Fri, 27 Feb 2015 16:59:36 +0100
parents	dcfbf4c1c3c8
children

rev	line source
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	1 /*
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	2
19898 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17769 diff changeset	3 Copyright (C) 1994-2015 John W. Eaton
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11518 diff changeset	4 Copyright (C) 2008-2009 Jaroslav Hajek
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	5
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	6 This file is part of Octave.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	7
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	8 Octave is free software; you can redistribute it and/or modify it
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	9 under the terms of the GNU General Public License as published by the
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	11 option) any later version.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	13 Octave is distributed in the hope that it will be useful, but WITHOUT
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	16 for more details.
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	17
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	18 You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	19 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6486 diff changeset	20 <http://www.gnu.org/licenses/>.
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	21
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	22 */
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	23
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	24 #ifdef HAVE_CONFIG_H
1192 b6360f2d4fa6 [project @ 1995-03-30 21:38:35 by jwe] jwe parents: 1011 diff changeset	25 #include <config.h>
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	26 #endif
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	27
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	28 #include <vector>
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	29
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	30 #include "dRowVector.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	31 #include "dbleCHOL.h"
1847 2ffe49eb95a5 [project @ 1996-02-03 12:47:55 by jwe] jwe parents: 1368 diff changeset	32 #include "f77-fcn.h"
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	33 #include "lo-error.h"
8377 25bc2d31e1bf improve OCTAVE_LOCAL_BUFFER Jaroslav Hajek <highegg@gmail.com> parents: 7725 diff changeset	34 #include "oct-locbuf.h"
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	35 #include "oct-norm.h"
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	36 #ifndef HAVE_QRUPDATE
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	37 #include "dbleQR.h"
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	38 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	39
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	40 extern "C"
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	41 {
4552 6f3382e08a52 [project @ 2003-10-27 20:38:02 by jwe] jwe parents: 4192 diff changeset	42 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	43 F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	44 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	45 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	46 F77_CHAR_ARG_LEN_DECL);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	47
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	48 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	49 F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	50 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	51 const octave_idx_type&, octave_idx_type&
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	52 F77_CHAR_ARG_LEN_DECL);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	53
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	54 F77_RET_T
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	55 F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	56 const octave_idx_type&, double*,
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	57 const octave_idx_type&, const double&,
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	58 double&, double, octave_idx_type,
11518 141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	59 octave_idx_type&
141b3fb5cef7 style fixes John W. Eaton <jwe@octave.org> parents: 11495 diff changeset	60 F77_CHAR_ARG_LEN_DECL);
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	61 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	62
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	63 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	64 F77_FUNC (dch1up, DCH1UP) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	65 const octave_idx_type&, double, double);
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	66
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	67 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	68 F77_FUNC (dch1dn, DCH1DN) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	69 const octave_idx_type&, double, double,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	70 octave_idx_type&);
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	71
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	72 F77_RET_T
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	73 F77_FUNC (dchinx, DCHINX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	74 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	75 double, double, octave_idx_type&);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	76
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	77 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	78 F77_FUNC (dchdex, DCHDEX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	79 const octave_idx_type&, const octave_idx_type&,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	80 double*);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	81
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	82 F77_RET_T
11495 8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	83 F77_FUNC (dchshx, DCHSHX) (const octave_idx_type&, double*,
8a5e980da6aa style fixes John W. Eaton <jwe@octave.org> parents: 10350 diff changeset	84 const octave_idx_type&, const octave_idx_type&,
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	85 const octave_idx_type&, double*);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	86 #endif
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	87 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	88
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	89 octave_idx_type
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	90 CHOL::init (const Matrix& a, bool upper, bool calc_cond)
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	91 {
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	92 octave_idx_type a_nr = a.rows ();
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	93 octave_idx_type a_nc = a.cols ();
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	94
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	95 if (a_nr != a_nc)
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	96 {
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	97 (*current_liboctave_error_handler) ("CHOL requires square matrix");
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	98 return -1;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	99 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	100
5275 23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	101 octave_idx_type n = a_nc;
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe] jwe parents: 5105 diff changeset	102 octave_idx_type info;
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	103
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	104 is_upper = upper;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	105
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	106 chol_mat.clear (n, n);
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	107 if (is_upper)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	108 {
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	109 for (octave_idx_type j = 0; j < n; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	110 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	111 for (octave_idx_type i = 0; i <= j; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	112 chol_mat.xelem (i, j) = a (i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	113 for (octave_idx_type i = j + 1; i < n; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	114 chol_mat.xelem (i, j) = 0.0;
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	115 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	116 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	117 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	118 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	119 for (octave_idx_type j = 0; j < n; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	120 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	121 for (octave_idx_type i = 0; i < j; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	122 chol_mat.xelem (i, j) = 0.0;
20741 dcfbf4c1c3c8 eliminate trailing whitespace and tabs from sources John W. Eaton <jwe@octave.org> parents: 20672 diff changeset	123 for (octave_idx_type i = j; i < n; i++)
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	124 chol_mat.xelem (i, j) = a (i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	125 }
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	126 }
1944 8cb4d3008c76 [project @ 1996-02-14 00:45:04 by jwe] jwe parents: 1882 diff changeset	127 double *h = chol_mat.fortran_vec ();
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	128
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	129 // Calculate the norm of the matrix, for later use.
e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	130 double anorm = 0;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	131 if (calc_cond)
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	132 anorm = xnorm (a, 1);
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	133
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	134 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	135 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	136 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	137 n, h, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	138 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	139 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	140 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	141 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	142 F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	143 n, h, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	144 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	145 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	146
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	147 xrcond = 0.0;
9862 c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	148 if (info > 0)
c0aeedd8fb86 improve chol Matlab compatibility Jaroslav Hajek <highegg@gmail.com> parents: 8562 diff changeset	149 chol_mat.resize (info - 1, info - 1);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	150 else if (calc_cond)
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	151 {
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	152 octave_idx_type dpocon_info = 0;
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	153
29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	154 // Now calculate the condition number for non-singular matrix.
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	155 Array<double> z (dim_vector (3*n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	156 double *pz = z.fortran_vec ();
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	157 Array<octave_idx_type> iz (dim_vector (n, 1));
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	158 octave_idx_type *piz = iz.fortran_vec ();
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	159 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	160 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	161 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	162 n, anorm, xrcond, pz, piz, dpocon_info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	163 F77_CHAR_ARG_LEN (1)));
20741 dcfbf4c1c3c8 eliminate trailing whitespace and tabs from sources John W. Eaton <jwe@octave.org> parents: 20672 diff changeset	164 }
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	165 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	166 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	167 F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	168 n, anorm, xrcond, pz, piz, dpocon_info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	169 F77_CHAR_ARG_LEN (1)));
20741 dcfbf4c1c3c8 eliminate trailing whitespace and tabs from sources John W. Eaton <jwe@octave.org> parents: 20672 diff changeset	170 }
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	171
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	172 if (dpocon_info != 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	173 info = -1;
7482 29980c6b8604 don't check f77_exception_encountered John W. Eaton <jwe@octave.org> parents: 7017 diff changeset	174 }
457 3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	175
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	176 return info;
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	177 }
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe] jwe parents: diff changeset	178
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	179 static Matrix
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	180 chol2inv_internal (const Matrix& r, bool is_upper = true)
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	181 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	182 Matrix retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	183
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	184 octave_idx_type r_nr = r.rows ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	185 octave_idx_type r_nc = r.cols ();
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	186
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	187 if (r_nr == r_nc)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	188 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	189 octave_idx_type n = r_nc;
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	190 octave_idx_type info = 0;
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	191
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	192 Matrix tmp = r;
14846 460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists. Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	193 double *v = tmp.fortran_vec ();
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	194
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	195 if (info == 0)
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	196 {
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	197 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	198 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	199 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	200 v, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	201 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	202 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	203 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	204 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	205 F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	206 v, n, info
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	207 F77_CHAR_ARG_LEN (1)));
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	208 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	209
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	210 // If someone thinks of a more graceful way of doing this (or
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	211 // faster for that matter :-)), please let me know!
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	212
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	213 if (n > 1)
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	214 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	215 if (is_upper)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	216 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	217 for (octave_idx_type j = 0; j < r_nc; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	218 for (octave_idx_type i = j+1; i < r_nr; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	219 tmp.xelem (i, j) = tmp.xelem (j, i);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	220 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	221 else
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	222 {
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	223 for (octave_idx_type j = 0; j < r_nc; j++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	224 for (octave_idx_type i = j+1; i < r_nr; i++)
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	225 tmp.xelem (j, i) = tmp.xelem (i, j);
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	226 }
5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	227 }
6486 e978a9233cf6 [project @ 2007-04-04 15:16:46 by jwe] jwe parents: 5340 diff changeset	228
10314 07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	229 retval = tmp;
07ebe522dac2 untabify liboctave C++ sources John W. Eaton <jwe@octave.org> parents: 10158 diff changeset	230 }
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	231 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	232 else
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	233 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	234
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	235 return retval;
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	236 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	237
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	238 // Compute the inverse of a matrix using the Cholesky factorization.
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	239 Matrix
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	240 CHOL::inverse (void) const
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	241 {
20672 5ce959c55cc0 Propagate 'lower' in chol(a, 'lower') to underlying library function. PrasannaKumar Muralidharan <prasannatsmkumar@gmail.com> parents: 20442 diff changeset	242 return chol2inv_internal (chol_mat, is_upper);
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	243 }
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	244
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	245 void
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	246 CHOL::set (const Matrix& R)
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	247 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	248 if (R.is_square ())
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	249 chol_mat = R;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	250 else
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	251 (*current_liboctave_error_handler) ("CHOL requires square matrix");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	252 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	253
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	254 #ifdef HAVE_QRUPDATE
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	255
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	256 void
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	257 CHOL::update (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	258 {
7559 07522d7dcdf8 fixes to QR and Cholesky updating code Jaroslav Hajek <highegg@gmail.com> parents: 7554 diff changeset	259 octave_idx_type n = chol_mat.rows ();
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	260
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	261 if (u.numel () == n)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	262 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	263 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	264
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	265 OCTAVE_LOCAL_BUFFER (double, w, n);
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	266
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	267 F77_XFCN (dch1up, DCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	268 utmp.fortran_vec (), w));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	269 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	270 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	271 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	272 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	273
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	274 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	275 CHOL::downdate (const ColumnVector& u)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	276 {
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	277 octave_idx_type info = -1;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	278
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	279 octave_idx_type n = chol_mat.rows ();
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	280
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	281 if (u.numel () == n)
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	282 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	283 ColumnVector utmp = u;
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	284
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	285 OCTAVE_LOCAL_BUFFER (double, w, n);
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	286
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	287 F77_XFCN (dch1dn, DCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	288 utmp.fortran_vec (), w, info));
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	289 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	290 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	291 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
7554 40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	292
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	293 return info;
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	294 }
40574114c514 implement Cholesky factorization updating Jaroslav Hajek <highegg@gmail.com> parents: 7482 diff changeset	295
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	296 octave_idx_type
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	297 CHOL::insert_sym (const ColumnVector& u, octave_idx_type j)
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	298 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	299 octave_idx_type info = -1;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	300
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	301 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	302
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	303 if (u.numel () != n + 1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	304 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	305 else if (j < 0 \|\| j > n)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	306 (*current_liboctave_error_handler) ("cholinsert: index out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	307 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	308 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	309 ColumnVector utmp = u;
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	310
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	311 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	312
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	313 chol_mat.resize (n+1, n+1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	314
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	315 F77_XFCN (dchinx, DCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	316 j + 1, utmp.fortran_vec (), w, info));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	317 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	318
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	319 return info;
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	320 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	321
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	322 void
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	323 CHOL::delete_sym (octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	324 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	325 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	326
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	327 if (j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	328 (*current_liboctave_error_handler) ("choldelete: index out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	329 else
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	330 {
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	331 OCTAVE_LOCAL_BUFFER (double, w, n);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	332
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	333 F77_XFCN (dchdex, DCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	334 j + 1, w));
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	335
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	336 chol_mat.resize (n-1, n-1);
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	337 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	338 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	339
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	340 void
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	341 CHOL::shift_sym (octave_idx_type i, octave_idx_type j)
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	342 {
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	343 octave_idx_type n = chol_mat.rows ();
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	344
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	345 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	346 (*current_liboctave_error_handler) ("cholshift: index out of range");
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	347 else
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	348 {
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	349 OCTAVE_LOCAL_BUFFER (double, w, 2*n);
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	350
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	351 F77_XFCN (dchshx, DCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	352 i + 1, j + 1, w));
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	353 }
7700 efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	354 }
efccca5f2ad7 more QR & Cholesky updating functions Jaroslav Hajek <highegg@gmail.com> parents: 7559 diff changeset	355
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	356 #else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	357
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	358 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	359 CHOL::update (const ColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	360 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	361 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	362
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	363 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	364
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	365 if (u.numel () == n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	366 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	367 init (chol_mat.transpose () * chol_mat
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	368 + Matrix (u) * Matrix (u).transpose (), false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	369 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	370 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	371 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	372 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	373
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	374 static bool
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	375 singular (const Matrix& a)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	376 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	377 for (octave_idx_type i = 0; i < a.rows (); i++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	378 if (a(i,i) == 0.0) return true;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	379 return false;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	380 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	381
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	382 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	383 CHOL::downdate (const ColumnVector& u)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	384 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	385 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	386
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	387 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	388
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	389 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	390
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	391 if (u.numel () == n)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	392 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	393 if (singular (chol_mat))
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	394 info = 2;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	395 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	396 {
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	397 info = init (chol_mat.transpose () * chol_mat
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	398 - Matrix (u) * Matrix (u).transpose (), false);
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	399 if (info) info = 1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	400 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	401 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	402 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	403 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	404
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	405 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	406 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	407
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	408 octave_idx_type
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	409 CHOL::insert_sym (const ColumnVector& u, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	410 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	411 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	412
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	413 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	414
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	415 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	416
20442 a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel(). Carnë Draug <carandraug@octave.org> parents: 19898 diff changeset	417 if (u.numel () != n + 1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	418 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	419 else if (j < 0 \|\| j > n)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	420 (*current_liboctave_error_handler) ("cholinsert: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	421 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	422 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	423 if (singular (chol_mat))
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	424 info = 2;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	425 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	426 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	427 Matrix a = chol_mat.transpose () * chol_mat;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	428 Matrix a1 (n+1, n+1);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	429 for (octave_idx_type k = 0; k < n+1; k++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	430 for (octave_idx_type l = 0; l < n+1; l++)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	431 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	432 if (l == j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	433 a1(k, l) = u(k);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	434 else if (k == j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	435 a1(k, l) = u(l);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	436 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	437 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	438 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	439 info = init (a1, false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	440 if (info) info = 1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	441 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	442 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	443
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	444 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	445 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	446
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	447 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	448 CHOL::delete_sym (octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	449 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	450 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	451
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	452 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	453
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	454 if (j < 0 \|\| j > n-1)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	455 (*current_liboctave_error_handler) ("choldelete: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	456 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	457 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	458 Matrix a = chol_mat.transpose () * chol_mat;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	459 a.delete_elements (1, idx_vector (j));
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	460 a.delete_elements (0, idx_vector (j));
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	461 init (a, false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	462 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	463 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	464
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	465 void
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	466 CHOL::shift_sym (octave_idx_type i, octave_idx_type j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	467 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	468 warn_qrupdate_once ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	469
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	470 octave_idx_type n = chol_mat.rows ();
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	471
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11570 diff changeset	472 if (i < 0 \|\| i > n-1 \|\| j < 0 \|\| j > n-1)
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	473 (*current_liboctave_error_handler) ("cholshift: index out of range");
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	474 else
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	475 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	476 Matrix a = chol_mat.transpose () * chol_mat;
11570 57632dea2446 attempt better backward compatibility for Array constructors John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	477 Array<octave_idx_type> p (dim_vector (n, 1));
8562 a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	478 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	479 if (i < j)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	480 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	481 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	482 p(j) = i;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	483 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	484 else if (j < i)
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	485 {
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	486 p(j) = i;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	487 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	488 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	489
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	490 init (a.index (idx_vector (p), idx_vector (p)), false);
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	491 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	492 }
a6edd5c23cb5 use replacement methods if qrupdate is not available Jaroslav Hajek <highegg@gmail.com> parents: 8547 diff changeset	493
8547 d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	494 #endif
d66c9b6e506a imported patch qrupdate.diff Jaroslav Hajek <highegg@gmail.com> parents: 8377 diff changeset	495
5340 15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	496 Matrix
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	497 chol2inv (const Matrix& r)
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	498 {
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	499 return chol2inv_internal (r);
15843d76156d [project @ 2005-05-06 16:26:58 by jwe] jwe parents: 5307 diff changeset	500 }

Mercurial > hg > octave-nkf

annotate liboctave/numeric/dbleCHOL.cc @ 20830:b65888ec820e draft default tip gccjit