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view liboctave/SparseCmplxCHOL.cc @ 8924:3c3cbe8f18e0 ss-3-1-54
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author | John W. Eaton <jwe@octave.org> |
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date | Sat, 07 Mar 2009 13:28:03 -0500 |
parents | a1dbe9d80eee |
children | 4c0cdbe0acca |
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/* Copyright (C) 2005, 2006, 2007 David Bateman Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005 Andy Adler 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/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "SparseCmplxCHOL.h" // Instantiate the base CHOL class for the type we need #define OCTAVE_CHOLMOD_TYPE CHOLMOD_COMPLEX #include "sparse-base-chol.h" #include "sparse-base-chol.cc" template class sparse_base_chol <SparseComplexMatrix, Complex, SparseMatrix>; // Compute the inverse of a matrix using the Cholesky factorization. SparseComplexMatrix chol2inv (const SparseComplexMatrix& r) { octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); SparseComplexMatrix retval; if (r_nr == r_nc) { MatrixType mattype (r); int typ = mattype.type (false); double rcond; octave_idx_type info; SparseComplexMatrix 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: *** */