Mercurial > hg > octave-nkf
view liboctave/dbleCHOL.cc @ 6196:4942c93e37e3
[project @ 2006-12-04 15:53:58 by jwe]
author | jwe |
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date | Mon, 04 Dec 2006 15:53:59 +0000 |
parents | 15843d76156d |
children | e978a9233cf6 |
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/* Copyright (C) 1996, 1997 John W. Eaton 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 2, 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, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "dbleCHOL.h" #include "f77-fcn.h" #include "lo-error.h" extern "C" { F77_RET_T F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); F77_RET_T F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type& F77_CHAR_ARG_LEN_DECL); } octave_idx_type CHOL::init (const Matrix& a) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) { (*current_liboctave_error_handler) ("CHOL requires square matrix"); return -1; } octave_idx_type n = a_nc; octave_idx_type info; chol_mat = a; double *h = chol_mat.fortran_vec (); F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dpotrf"); else { // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+1; i < a_nr; i++) chol_mat.xelem (i, j) = 0.0; } return info; } static Matrix chol2inv_internal (const Matrix& r) { Matrix retval; octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); if (r_nr == r_nc) { octave_idx_type n = r_nc; octave_idx_type info; Matrix tmp = r; F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n, tmp.fortran_vec (), n, info F77_CHAR_ARG_LEN (1))); if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in dpotri"); else { // If someone thinks of a more graceful way of doing this (or // faster for that matter :-)), please let me know! if (n > 1) for (octave_idx_type j = 0; j < r_nc; j++) for (octave_idx_type i = j+1; i < r_nr; i++) tmp.xelem (i, j) = tmp.xelem (j, i); retval = tmp; } } else (*current_liboctave_error_handler) ("chol2inv requires square matrix"); return retval; } // Compute the inverse of a matrix using the Cholesky factorization. Matrix CHOL::inverse (void) const { return chol2inv_internal (chol_mat); } Matrix chol2inv (const Matrix& r) { return chol2inv_internal (r); } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */