Mercurial > hg > octave-nkf
view liboctave/floatCHOL.h @ 11521:00fe5069b70e
update bootstrap scripts from gnulib sources
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 14 Jan 2011 02:58:24 -0500 |
parents | 367bfee35ba0 |
children | fd0a3ac60b0e |
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/* Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006, 2007 John W. Eaton Copyright (C) 2008, 2009 Jaroslav Hajek This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #if !defined (octave_FloatCHOL_h) #define octave_FloatCHOL_h 1 #include <iosfwd> #include "fMatrix.h" #include "fColVector.h" class OCTAVE_API FloatCHOL { public: FloatCHOL (void) : chol_mat (), xrcond (0) { } FloatCHOL (const FloatMatrix& a, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, calc_cond); } FloatCHOL (const FloatMatrix& a, octave_idx_type& info, bool calc_cond = false) : chol_mat (), xrcond (0) { info = init (a, calc_cond); } FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { } FloatCHOL& operator = (const FloatCHOL& a) { if (this != &a) { chol_mat = a.chol_mat; xrcond = a.xrcond; } return *this; } FloatMatrix chol_matrix (void) const { return chol_mat; } float rcond (void) const { return xrcond; } // Compute the inverse of a matrix using the Cholesky factorization. FloatMatrix inverse (void) const; void set (const FloatMatrix& R); void update (const FloatColumnVector& u); octave_idx_type downdate (const FloatColumnVector& u); octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j); void delete_sym (octave_idx_type j); void shift_sym (octave_idx_type i, octave_idx_type j); friend OCTAVE_API std::ostream& operator << (std::ostream& os, const FloatCHOL& a); private: FloatMatrix chol_mat; float xrcond; octave_idx_type init (const FloatMatrix& a, bool calc_cond); }; FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r); #endif