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comparison liboctave/dbleCHOL.h @ 7554:40574114c514

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implement Cholesky factorization updating
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 04 Mar 2008 22:25:50 -0500
parents a1dbe9d80eee
children efccca5f2ad7
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7553:56be6f31dd4e 7554:40574114c514
18 You should have received a copy of the GNU General Public License 18 You should have received a copy of the GNU General Public License
19 along with Octave; see the file COPYING. If not, see 19 along with Octave; see the file COPYING. If not, see
20 <http://www.gnu.org/licenses/>. 20 <http://www.gnu.org/licenses/>.
21 21
22 */ 22 */
23
24 // updating/downdating by Jaroslav Hajek 2008
23 25
24 #if !defined (octave_CHOL_h) 26 #if !defined (octave_CHOL_h)
25 #define octave_CHOL_h 1 27 #define octave_CHOL_h 1
26 28
27 #include <iostream> 29 #include <iostream>
58 double rcond (void) const { return xrcond; } 60 double rcond (void) const { return xrcond; }
59 61
60 // Compute the inverse of a matrix using the Cholesky factorization. 62 // Compute the inverse of a matrix using the Cholesky factorization.
61 Matrix inverse (void) const; 63 Matrix inverse (void) const;
62 64
65 void set (const Matrix& R);
66
67 void update (const Matrix& u);
68
69 octave_idx_type downdate (const Matrix& u);
70
63 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a); 71 friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a);
64 72
65 private: 73 private:
66 74
67 Matrix chol_mat; 75 Matrix chol_mat;