fCmplxCHOL.h

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00001 /*
00002 
00003 Copyright (C) 1994-2012 John W. Eaton
00004 Copyright (C) 2008-2009 Jaroslav Hajek
00005 
00006 This file is part of Octave.
00007 
00008 Octave is free software; you can redistribute it and/or modify it
00009 under the terms of the GNU General Public License as published by the
00010 Free Software Foundation; either version 3 of the License, or (at your
00011 option) any later version.
00012 
00013 Octave is distributed in the hope that it will be useful, but WITHOUT
00014 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
00015 FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
00016 for more details.
00017 
00018 You should have received a copy of the GNU General Public License
00019 along with Octave; see the file COPYING.  If not, see
00020 <http://www.gnu.org/licenses/>.
00021 
00022 */
00023 
00024 #if !defined (octave_FloatComplexCHOL_h)
00025 #define octave_FloatComplexCHOL_h 1
00026 
00027 #include <iosfwd>
00028 
00029 #include "fCMatrix.h"
00030 #include "fCColVector.h"
00031 
00032 class
00033 OCTAVE_API
00034 FloatComplexCHOL
00035 {
00036 public:
00037 
00038   FloatComplexCHOL (void) : chol_mat (), xrcond (0) { }
00039 
00040   FloatComplexCHOL (const FloatComplexMatrix& a, bool calc_cond = false)
00041     : chol_mat (), xrcond (0)
00042     {
00043       init (a, calc_cond);
00044     }
00045 
00046   FloatComplexCHOL (const FloatComplexMatrix& a, octave_idx_type& info,
00047                     bool calc_cond = false)
00048     : chol_mat (), xrcond (0)
00049     {
00050       info = init (a, calc_cond);
00051     }
00052 
00053   FloatComplexCHOL (const FloatComplexCHOL& a)
00054     : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
00055 
00056   FloatComplexCHOL& operator = (const FloatComplexCHOL& a)
00057     {
00058       if (this != &a)
00059         {
00060           chol_mat = a.chol_mat;
00061           xrcond = a.xrcond;
00062         }
00063 
00064       return *this;
00065     }
00066 
00067   FloatComplexMatrix chol_matrix (void) const { return chol_mat; }
00068 
00069   float rcond (void) const { return xrcond; }
00070 
00071   FloatComplexMatrix inverse (void) const;
00072 
00073   void set (const FloatComplexMatrix& R);
00074 
00075   void update (const FloatComplexColumnVector& u);
00076 
00077   octave_idx_type downdate (const FloatComplexColumnVector& u);
00078 
00079   octave_idx_type insert_sym (const FloatComplexColumnVector& u,
00080                               octave_idx_type j);
00081 
00082   void delete_sym (octave_idx_type j);
00083 
00084   void shift_sym (octave_idx_type i, octave_idx_type j);
00085 
00086   friend OCTAVE_API std::ostream& operator << (std::ostream& os,
00087                                                const FloatComplexCHOL& a);
00088 
00089 private:
00090 
00091   FloatComplexMatrix chol_mat;
00092 
00093   float xrcond;
00094 
00095   octave_idx_type init (const FloatComplexMatrix& a, bool calc_cond);
00096 };
00097 
00098 FloatComplexMatrix OCTAVE_API chol2inv (const FloatComplexMatrix& r);
00099 
00100 #endif
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