GNU Octave  4.0.0
A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
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floatCHOL.h
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1 /*
2 
3 Copyright (C) 1994-2015 John W. Eaton
4 Copyright (C) 2008-2009 Jaroslav Hajek
5 
6 This file is part of Octave.
7 
8 Octave is free software; you can redistribute it and/or modify it
9 under the terms of the GNU General Public License as published by the
10 Free Software Foundation; either version 3 of the License, or (at your
11 option) any later version.
12 
13 Octave is distributed in the hope that it will be useful, but WITHOUT
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
16 for more details.
17 
18 You should have received a copy of the GNU General Public License
19 along with Octave; see the file COPYING. If not, see
20 <http://www.gnu.org/licenses/>.
21 
22 */
23 
24 #if !defined (octave_floatCHOL_h)
25 #define octave_floatCHOL_h 1
26 
27 #include <iosfwd>
28 
29 #include "fMatrix.h"
30 #include "fColVector.h"
31 
32 class
33 OCTAVE_API
35 {
36 public:
37 
38  FloatCHOL (void) : chol_mat (), xrcond (0) { }
39 
40  FloatCHOL (const FloatMatrix& a, bool calc_cond = false)
41  : chol_mat (), xrcond (0)
42  {
43  init (a, calc_cond);
44  }
45 
47  bool calc_cond = false)
48  : chol_mat (), xrcond (0)
49  {
50  info = init (a, calc_cond);
51  }
52 
53  FloatCHOL (const FloatCHOL& a) : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
54 
56  {
57  if (this != &a)
58  {
59  chol_mat = a.chol_mat;
60  xrcond = a.xrcond;
61  }
62  return *this;
63  }
64 
65  FloatMatrix chol_matrix (void) const { return chol_mat; }
66 
67  float rcond (void) const { return xrcond; }
68 
69  // Compute the inverse of a matrix using the Cholesky factorization.
70  FloatMatrix inverse (void) const;
71 
72  void set (const FloatMatrix& R);
73 
74  void update (const FloatColumnVector& u);
75 
77 
78  octave_idx_type insert_sym (const FloatColumnVector& u, octave_idx_type j);
79 
80  void delete_sym (octave_idx_type j);
81 
82  void shift_sym (octave_idx_type i, octave_idx_type j);
83 
84  friend OCTAVE_API std::ostream& operator << (std::ostream& os,
85  const FloatCHOL& a);
86 
87 private:
88 
90 
91  float xrcond;
92 
93  octave_idx_type init (const FloatMatrix& a, bool calc_cond);
94 };
95 
96 FloatMatrix OCTAVE_API chol2inv (const FloatMatrix& r);
97 
98 #endif
FloatMatrix OCTAVE_API chol2inv(const FloatMatrix &r)
Definition: floatCHOL.cc:444
FloatMatrix chol_matrix(void) const
Definition: floatCHOL.h:65
FloatCHOL(const FloatMatrix &a, octave_idx_type &info, bool calc_cond=false)
Definition: floatCHOL.h:46
float rcond(void) const
Definition: floatCHOL.h:67
float xrcond
Definition: floatCHOL.h:91
FloatComplexNDArray & operator=(const FloatComplexNDArray &a)
Definition: fCNDArray.h:56
FloatComplexMatrix inverse(void) const
Definition: fCMatrix.cc:1008
FloatCHOL(void)
Definition: floatCHOL.h:38
FloatCHOL(const FloatCHOL &a)
Definition: floatCHOL.h:53
void downdate(double *c, int n, int d, int *nans, int nnans)
Definition: quadcc.cc:1457
template OCTAVE_API std::ostream & operator<<(std::ostream &, const Array< bool > &)
FloatCHOL(const FloatMatrix &a, bool calc_cond=false)
Definition: floatCHOL.h:40
FloatMatrix chol_mat
Definition: floatCHOL.h:89