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annotate liboctave/numeric/SparseCmplxCHOL.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 4197fc428c7d
children
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1 /*
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2
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3 Copyright (C) 2005-2015 David Bateman
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4 Copyright (C) 1998-2005 Andy Adler
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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 "SparseCmplxCHOL.h"
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29
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30 // Instantiate the base CHOL class for the type we need
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31 #define OCTAVE_CHOLMOD_TYPE CHOLMOD_COMPLEX
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32 #include "sparse-base-chol.h"
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33 #include "sparse-base-chol.cc"
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34 template class sparse_base_chol <SparseComplexMatrix, Complex, SparseMatrix>;
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35
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36 // Compute the inverse of a matrix using the Cholesky factorization.
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37 SparseComplexMatrix
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38 chol2inv (const SparseComplexMatrix& r)
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39 {
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40 octave_idx_type r_nr = r.rows ();
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41 octave_idx_type r_nc = r.cols ();
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42 SparseComplexMatrix retval;
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43
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44 if (r_nr == r_nc)
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45 {
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46 MatrixType mattype (r);
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47 int typ = mattype.type (false);
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48 double rcond;
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49 octave_idx_type info;
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50 SparseComplexMatrix rinv;
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51
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52 if (typ == MatrixType::Upper)
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53 {
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54 rinv = r.inverse (mattype, info, rcond, true, false);
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55 retval = rinv.transpose () * rinv;
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56 }
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57 else if (typ == MatrixType::Lower)
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58 {
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59 rinv = r.transpose ().inverse (mattype, info, rcond, true, false);
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60 retval = rinv.transpose () * rinv;
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61 }
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62 else
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63 (*current_liboctave_error_handler)
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64 ("U must be a triangular matrix");
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65 }
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66 else
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67 (*current_liboctave_error_handler) ("U must be a square matrix");
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68
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69 return retval;
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70 }