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annotate liboctave/numeric/floatCHOL.cc @ 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 dcfbf4c1c3c8
children
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1 /*
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2
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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
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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 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include <vector>
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29
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30 #include "fRowVector.h"
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31 #include "floatCHOL.h"
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32 #include "f77-fcn.h"
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33 #include "lo-error.h"
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34 #include "oct-locbuf.h"
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35 #include "oct-norm.h"
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36 #ifndef HAVE_QRUPDATE
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37 #include "dbleQR.h"
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38 #endif
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39
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40 extern "C"
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41 {
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42 F77_RET_T
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43 F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL,
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44 const octave_idx_type&, float*,
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45 const octave_idx_type&, octave_idx_type&
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46 F77_CHAR_ARG_LEN_DECL);
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47
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48 F77_RET_T
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49 F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL,
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50 const octave_idx_type&, float*,
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51 const octave_idx_type&, octave_idx_type&
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52 F77_CHAR_ARG_LEN_DECL);
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53
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54 F77_RET_T
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55 F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL,
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56 const octave_idx_type&, float*,
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57 const octave_idx_type&, const float&,
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58 float&, float*, octave_idx_type*,
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59 octave_idx_type&
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60 F77_CHAR_ARG_LEN_DECL);
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61 #ifdef HAVE_QRUPDATE
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62
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63 F77_RET_T
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64 F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*,
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65 const octave_idx_type&, float*, float*);
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66
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67 F77_RET_T
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68 F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*,
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69 const octave_idx_type&, float*, float*,
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70 octave_idx_type&);
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71
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72 F77_RET_T
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73 F77_FUNC (schinx, SCHINX) (const octave_idx_type&, float*,
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74 const octave_idx_type&, const octave_idx_type&,
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75 float*, float*, octave_idx_type&);
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76
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77 F77_RET_T
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78 F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, float*,
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79 const octave_idx_type&, const octave_idx_type&,
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80 float*);
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81
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82 F77_RET_T
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83 F77_FUNC (schshx, SCHSHX) (const octave_idx_type&, float*,
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84 const octave_idx_type&, const octave_idx_type&,
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85 const octave_idx_type&, float*);
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86 #endif
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87 }
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88
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89 octave_idx_type
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90 FloatCHOL::init (const FloatMatrix& a, bool upper, bool calc_cond)
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91 {
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92 octave_idx_type a_nr = a.rows ();
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93 octave_idx_type a_nc = a.cols ();
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94
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95 if (a_nr != a_nc)
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96 {
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97 (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
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98 return -1;
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99 }
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100
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101 octave_idx_type n = a_nc;
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102 octave_idx_type info;
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103
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104 is_upper = upper;
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105
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106 chol_mat.clear (n, n);
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107 if (is_upper)
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108 {
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109 for (octave_idx_type j = 0; j < n; j++)
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110 {
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111 for (octave_idx_type i = 0; i <= j; i++)
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112 chol_mat.xelem (i, j) = a(i, j);
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113 for (octave_idx_type i = j+1; i < n; i++)
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114 chol_mat.xelem (i, j) = 0.0f;
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115 }
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116 }
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117 else
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118 {
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119 for (octave_idx_type j = 0; j < n; j++)
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120 {
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121 for (octave_idx_type i = 0; i <= j; i++)
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122 chol_mat.xelem (i, j) = 0.0f;
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123 for (octave_idx_type i = j+1; i < n; i++)
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124 chol_mat.xelem (i, j) = a(i, j);
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125 }
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126 }
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127
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128 float *h = chol_mat.fortran_vec ();
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129
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130 // Calculate the norm of the matrix, for later use.
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131 float anorm = 0;
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132 if (calc_cond)
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133 anorm = xnorm (a, 1);
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134
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135 if (is_upper)
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136 {
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137 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
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138 n, h, n, info
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139 F77_CHAR_ARG_LEN (1)));
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140 }
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141 else
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142 {
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143 F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("L", 1),
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144 n, h, n, info
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145 F77_CHAR_ARG_LEN (1)));
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146 }
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147
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148 xrcond = 0.0;
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149 if (info > 0)
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150 chol_mat.resize (info - 1, info - 1);
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151 else if (calc_cond)
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152 {
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153 octave_idx_type spocon_info = 0;
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154
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155 // Now calculate the condition number for non-singular matrix.
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156 Array<float> z (dim_vector (3*n, 1));
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157 float *pz = z.fortran_vec ();
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158 Array<octave_idx_type> iz (dim_vector (n, 1));
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159 octave_idx_type *piz = iz.fortran_vec ();
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160 if (is_upper)
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161 {
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162 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
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163 n, anorm, xrcond, pz, piz, spocon_info
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164 F77_CHAR_ARG_LEN (1)));
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165 }
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166 else
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167 {
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168 F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("L", 1), n, h,
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169 n, anorm, xrcond, pz, piz, spocon_info
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170 F77_CHAR_ARG_LEN (1)));
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171 }
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172
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173
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174 if (spocon_info != 0)
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175 info = -1;
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176 }
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177
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178 return info;
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179 }
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180
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181 static FloatMatrix
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182 chol2inv_internal (const FloatMatrix& r, bool is_upper = true)
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183 {
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184 FloatMatrix retval;
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185
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186 octave_idx_type r_nr = r.rows ();
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187 octave_idx_type r_nc = r.cols ();
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188
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189 if (r_nr == r_nc)
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190 {
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191 octave_idx_type n = r_nc;
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192 octave_idx_type info = 0;
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193
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194 FloatMatrix tmp = r;
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195 float *v = tmp.fortran_vec ();
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196
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197 if (info == 0)
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198 {
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199 if (is_upper)
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200 {
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201 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
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202 v, n, info
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203 F77_CHAR_ARG_LEN (1)));
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204 }
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205 else
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206 {
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207 F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("L", 1), n,
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208 v, n, info
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209 F77_CHAR_ARG_LEN (1)));
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210 }
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211
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212 // If someone thinks of a more graceful way of doing this (or
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213 // faster for that matter :-)), please let me know!
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214
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215 if (n > 1)
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216 {
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217 if (is_upper)
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218 {
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219 for (octave_idx_type j = 0; j < r_nc; j++)
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220 for (octave_idx_type i = j+1; i < r_nr; i++)
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221 tmp.xelem (i, j) = tmp.xelem (j, i);
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222 }
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223 else
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224 {
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225 for (octave_idx_type j = 0; j < r_nc; j++)
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226 for (octave_idx_type i = j+1; i < r_nr; i++)
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227 tmp.xelem (j, i) = tmp.xelem (i, j);
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228 }
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229 }
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230
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231 retval = tmp;
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232 }
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233 }
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234 else
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235 (*current_liboctave_error_handler) ("chol2inv requires square matrix");
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236
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237 return retval;
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238 }
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239
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240 // Compute the inverse of a matrix using the Cholesky factorization.
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241 FloatMatrix
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242 FloatCHOL::inverse (void) const
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243 {
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244 return chol2inv_internal (chol_mat, is_upper);
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245 }
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246
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247 void
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248 FloatCHOL::set (const FloatMatrix& R)
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249 {
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250 if (R.is_square ())
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251 chol_mat = R;
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252 else
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253 (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
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254 }
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255
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256 #ifdef HAVE_QRUPDATE
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257
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258 void
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259 FloatCHOL::update (const FloatColumnVector& u)
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260 {
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261 octave_idx_type n = chol_mat.rows ();
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262
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263 if (u.numel () == n)
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264 {
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265 FloatColumnVector utmp = u;
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266
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267 OCTAVE_LOCAL_BUFFER (float, w, n);
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268
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269 F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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270 utmp.fortran_vec (), w));
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271 }
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272 else
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273 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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274 }
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275
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276 octave_idx_type
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277 FloatCHOL::downdate (const FloatColumnVector& u)
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278 {
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279 octave_idx_type info = -1;
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280
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281 octave_idx_type n = chol_mat.rows ();
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282
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a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
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parents: 19898
diff changeset
283 if (u.numel () == n)
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284 {
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diff changeset
285 FloatColumnVector utmp = u;
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286
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287 OCTAVE_LOCAL_BUFFER (float, w, n);
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288
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diff changeset
289 F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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diff changeset
290 utmp.fortran_vec (), w, info));
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291 }
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292 else
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diff changeset
293 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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294
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295 return info;
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diff changeset
296 }
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297
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298 octave_idx_type
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diff changeset
299 FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j)
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300 {
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diff changeset
301 octave_idx_type info = -1;
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parents:
diff changeset
302
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diff changeset
303 octave_idx_type n = chol_mat.rows ();
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304
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parents: 19898
diff changeset
305 if (u.numel () != n + 1)
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diff changeset
306 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
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307 else if (j < 0 || j > n)
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diff changeset
308 (*current_liboctave_error_handler) ("cholinsert: index out of range");
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diff changeset
309 else
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parents:
diff changeset
310 {
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diff changeset
311 FloatColumnVector utmp = u;
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diff changeset
312
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parents: 8377
diff changeset
313 OCTAVE_LOCAL_BUFFER (float, w, n);
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parents:
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314
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diff changeset
315 chol_mat.resize (n+1, n+1);
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316
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diff changeset
317 F77_XFCN (schinx, SCHINX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
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diff changeset
318 j + 1, utmp.fortran_vec (), w, info));
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319 }
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parents:
diff changeset
320
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parents:
diff changeset
321 return info;
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parents:
diff changeset
322 }
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parents:
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323
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parents:
diff changeset
324 void
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parents:
diff changeset
325 FloatCHOL::delete_sym (octave_idx_type j)
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parents:
diff changeset
326 {
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parents:
diff changeset
327 octave_idx_type n = chol_mat.rows ();
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diff changeset
328
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329 if (j < 0 || j > n-1)
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diff changeset
330 (*current_liboctave_error_handler) ("choldelete: index out of range");
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parents:
diff changeset
331 else
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parents:
diff changeset
332 {
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diff changeset
333 OCTAVE_LOCAL_BUFFER (float, w, n);
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parents:
diff changeset
334
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diff changeset
335 F77_XFCN (schdex, SCHDEX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
8547
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diff changeset
336 j + 1, w));
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parents:
diff changeset
337
8547
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diff changeset
338 chol_mat.resize (n-1, n-1);
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diff changeset
339 }
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parents:
diff changeset
340 }
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parents:
diff changeset
341
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parents:
diff changeset
342 void
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parents:
diff changeset
343 FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
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parents:
diff changeset
344 {
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diff changeset
345 octave_idx_type n = chol_mat.rows ();
11586
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diff changeset
346
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diff changeset
347 if (i < 0 || i > n-1 || j < 0 || j > n-1)
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diff changeset
348 (*current_liboctave_error_handler) ("cholshift: index out of range");
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diff changeset
349 else
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diff changeset
350 {
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diff changeset
351 OCTAVE_LOCAL_BUFFER (float, w, 2*n);
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parents: 8377
diff changeset
352
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diff changeset
353 F77_XFCN (schshx, SCHSHX, (n, chol_mat.fortran_vec (), chol_mat.rows (),
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
354 i + 1, j + 1, w));
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parents: 8377
diff changeset
355 }
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diff changeset
356 }
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parents:
diff changeset
357
8562
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358 #else
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diff changeset
359
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diff changeset
360 void
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diff changeset
361 FloatCHOL::update (const FloatColumnVector& u)
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diff changeset
362 {
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diff changeset
363 warn_qrupdate_once ();
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parents: 8547
diff changeset
364
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diff changeset
365 octave_idx_type n = chol_mat.rows ();
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diff changeset
366
20442
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19898
diff changeset
367 if (u.numel () == n)
8562
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diff changeset
368 {
11586
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diff changeset
369 init (chol_mat.transpose () * chol_mat
8562
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diff changeset
370 + FloatMatrix (u) * FloatMatrix (u).transpose (), false);
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diff changeset
371 }
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diff changeset
372 else
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diff changeset
373 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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diff changeset
374 }
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diff changeset
375
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diff changeset
376 static bool
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diff changeset
377 singular (const FloatMatrix& a)
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diff changeset
378 {
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diff changeset
379 for (octave_idx_type i = 0; i < a.rows (); i++)
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diff changeset
380 if (a(i,i) == 0.0f) return true;
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diff changeset
381 return false;
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parents: 8547
diff changeset
382 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
383
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
384 octave_idx_type
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parents: 8547
diff changeset
385 FloatCHOL::downdate (const FloatColumnVector& u)
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parents: 8547
diff changeset
386 {
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diff changeset
387 warn_qrupdate_once ();
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parents: 8547
diff changeset
388
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parents: 8547
diff changeset
389 octave_idx_type info = -1;
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parents: 8547
diff changeset
390
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diff changeset
391 octave_idx_type n = chol_mat.rows ();
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parents: 8547
diff changeset
392
20442
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19898
diff changeset
393 if (u.numel () == n)
8562
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parents: 8547
diff changeset
394 {
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parents: 8547
diff changeset
395 if (singular (chol_mat))
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diff changeset
396 info = 2;
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diff changeset
397 else
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parents: 8547
diff changeset
398 {
11586
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diff changeset
399 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
400 - FloatMatrix (u) * FloatMatrix (u).transpose (), false);
8562
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diff changeset
401 if (info) info = 1;
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parents: 8547
diff changeset
402 }
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parents: 8547
diff changeset
403 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
404 else
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
405 (*current_liboctave_error_handler) ("cholupdate: dimension mismatch");
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parents: 8547
diff changeset
406
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parents: 8547
diff changeset
407 return info;
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
408 }
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
409
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
410 octave_idx_type
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parents: 8547
diff changeset
411 FloatCHOL::insert_sym (const FloatColumnVector& u, octave_idx_type j)
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parents: 8547
diff changeset
412 {
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parents: 8547
diff changeset
413 warn_qrupdate_once ();
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
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parents: 8547
diff changeset
415 octave_idx_type info = -1;
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
416
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
417 octave_idx_type n = chol_mat.rows ();
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parents: 8547
diff changeset
418
20442
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19898
diff changeset
419 if (u.numel () != n + 1)
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
420 (*current_liboctave_error_handler) ("cholinsert: dimension mismatch");
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
421 else if (j < 0 || j > n)
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
422 (*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
423 else
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
424 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
425 if (singular (chol_mat))
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
426 info = 2;
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
427 else
a6edd5c23cb5 use replacement methods if qrupdate is not available
Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
428 {
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
429 FloatMatrix a = chol_mat.transpose () * chol_mat;
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
430 FloatMatrix a1 (n+1, n+1);
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parents: 8547
diff changeset
431 for (octave_idx_type k = 0; k < n+1; k++)
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
432 for (octave_idx_type l = 0; l < n+1; l++)
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
433 {
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parents: 8547
diff changeset
434 if (l == j)
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parents: 8547
diff changeset
435 a1(k, l) = u(k);
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parents: 8547
diff changeset
436 else if (k == j)
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parents: 8547
diff changeset
437 a1(k, l) = u(l);
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parents: 8547
diff changeset
438 else
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
439 a1(k, l) = a(k < j ? k : k-1, l < j ? l : l-1);
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
440 }
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parents: 8547
diff changeset
441 info = init (a1, false);
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parents: 8547
diff changeset
442 if (info) info = 1;
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parents: 8547
diff changeset
443 }
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parents: 8547
diff changeset
444 }
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parents: 8547
diff changeset
445
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parents: 8547
diff changeset
446 return info;
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parents: 8547
diff changeset
447 }
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parents: 8547
diff changeset
448
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
449 void
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parents: 8547
diff changeset
450 FloatCHOL::delete_sym (octave_idx_type j)
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parents: 8547
diff changeset
451 {
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parents: 8547
diff changeset
452 warn_qrupdate_once ();
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parents: 8547
diff changeset
453
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parents: 8547
diff changeset
454 octave_idx_type n = chol_mat.rows ();
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parents: 8547
diff changeset
455
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parents: 8547
diff changeset
456 if (j < 0 || j > n-1)
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
457 (*current_liboctave_error_handler) ("choldelete: index out of range");
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parents: 8547
diff changeset
458 else
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parents: 8547
diff changeset
459 {
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parents: 8547
diff changeset
460 FloatMatrix a = chol_mat.transpose () * chol_mat;
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parents: 8547
diff changeset
461 a.delete_elements (1, idx_vector (j));
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parents: 8547
diff changeset
462 a.delete_elements (0, idx_vector (j));
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parents: 8547
diff changeset
463 init (a, false);
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
464 }
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parents: 8547
diff changeset
465 }
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
466
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
467 void
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
468 FloatCHOL::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
469 {
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parents: 8547
diff changeset
470 warn_qrupdate_once ();
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parents: 8547
diff changeset
471
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parents: 8547
diff changeset
472 octave_idx_type n = chol_mat.rows ();
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
473
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
474 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
475 (*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
476 else
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
477 {
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parents: 8547
diff changeset
478 FloatMatrix 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
479 Array<octave_idx_type> p (dim_vector (n, 1));
8562
a6edd5c23cb5 use replacement methods if qrupdate is not available
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parents: 8547
diff changeset
480 for (octave_idx_type k = 0; k < n; k++) p(k) = k;
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parents: 8547
diff changeset
481 if (i < j)
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parents: 8547
diff changeset
482 {
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parents: 8547
diff changeset
483 for (octave_idx_type k = i; k < j; k++) p(k) = k+1;
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
484 p(j) = i;
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parents: 8547
diff changeset
485 }
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parents: 8547
diff changeset
486 else if (j < i)
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
487 {
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parents: 8547
diff changeset
488 p(j) = i;
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parents: 8547
diff changeset
489 for (octave_idx_type k = j+1; k < i+1; k++) p(k) = k-1;
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parents: 8547
diff changeset
490 }
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parents: 8547
diff changeset
491
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
492 init (a.index (idx_vector (p), idx_vector (p)), false);
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parents: 8547
diff changeset
493 }
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parents: 8547
diff changeset
494 }
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Jaroslav Hajek <highegg@gmail.com>
parents: 8547
diff changeset
495
8547
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
496 #endif
d66c9b6e506a imported patch qrupdate.diff
Jaroslav Hajek <highegg@gmail.com>
parents: 8377
diff changeset
497
7789
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
498 FloatMatrix
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
499 chol2inv (const FloatMatrix& r)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
500 {
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
501 return chol2inv_internal (r);
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
502 }