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

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dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents 5ce959c55cc0
children
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1 /*
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2
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4197fc428c7d maint: Update copyright notices for 2015.
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3 Copyright (C) 1994-2015 John W. Eaton
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4 Copyright (C) 2008-2009 Jaroslav Hajek
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
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11 option) any later version.
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12
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
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24 #if !defined (octave_dbleCHOL_h)
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25 #define octave_dbleCHOL_h 1
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26
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27 #include <iosfwd>
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28
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29 #include "dMatrix.h"
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30 #include "dColVector.h"
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31
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32 class
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33 OCTAVE_API
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34 CHOL
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35 {
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36 public:
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37
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38 CHOL (void) : chol_mat (), xrcond (0) { }
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39
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40 CHOL (const Matrix& a, bool upper = true, bool calc_cond = false)
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41 : chol_mat (), xrcond (0)
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42 {
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43 init (a, upper, calc_cond);
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44 }
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45
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46 CHOL (const Matrix& a, octave_idx_type& info, bool upper = true,
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47 bool calc_cond = false) : chol_mat (), xrcond (0)
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48 {
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49 info = init (a, upper, calc_cond);
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50 }
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51
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52 CHOL (const CHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
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53
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54 CHOL& operator = (const CHOL& a)
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55 {
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56 if (this != &a)
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57 {
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58 chol_mat = a.chol_mat;
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59 xrcond = a.xrcond;
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60 }
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61 return *this;
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62 }
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63
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64 Matrix chol_matrix (void) const { return chol_mat; }
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65
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66 double rcond (void) const { return xrcond; }
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67
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68 // Compute the inverse of a matrix using the Cholesky factorization.
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69 Matrix inverse (void) const;
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70
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71 void set (const Matrix& R);
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72
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73 void update (const ColumnVector& u);
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74
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75 octave_idx_type downdate (const ColumnVector& u);
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76
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77 octave_idx_type insert_sym (const ColumnVector& u, octave_idx_type j);
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78
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79 void delete_sym (octave_idx_type j);
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80
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81 void shift_sym (octave_idx_type i, octave_idx_type j);
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82
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83 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a);
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84
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85 private:
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86
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87 Matrix chol_mat;
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88
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89 double xrcond;
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90
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91 bool is_upper;
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92
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93 octave_idx_type init (const Matrix& a, bool upper, bool calc_cond);
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94 };
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95
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96 Matrix OCTAVE_API chol2inv (const Matrix& r);
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97
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98 #endif