Mercurial > hg > octave-nkf
view liboctave/SparsedbleCHOL.cc @ 6909:fc55a5e1760b ss-2-9-14
[project @ 2007-09-17 20:47:40 by jwe]
author | jwe |
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date | Mon, 17 Sep 2007 20:47:41 +0000 |
parents | 6b9cec830d72 |
children | 93c65f2a5668 |
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/* Copyright (C) 2005 David Bateman Copyright (C) 1998-2005 Andy Adler 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 this program; 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 "SparsedbleCHOL.h" // Instantiate the base CHOL class for the type we need #define OCTAVE_CHOLMOD_TYPE CHOLMOD_REAL #include "sparse-base-chol.h" #include "sparse-base-chol.cc" template class sparse_base_chol <SparseMatrix, double, SparseMatrix>; // Compute the inverse of a matrix using the Cholesky factorization. SparseMatrix chol2inv (const SparseMatrix& r) { octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); SparseMatrix retval; if (r_nr == r_nc) { MatrixType mattype (r); int typ = mattype.type (false); double rcond; octave_idx_type info; SparseMatrix rinv; if (typ == MatrixType::Upper) { rinv = r.inverse(mattype, info, rcond, true, false); retval = rinv.transpose() * rinv; } else if (typ == MatrixType::Lower) { rinv = r.transpose().inverse(mattype, info, rcond, true, false); retval = rinv.transpose() * rinv; } else (*current_liboctave_error_handler) ("spchol2inv requires triangular matrix"); } else (*current_liboctave_error_handler) ("spchol2inv requires square matrix"); return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */