GNU Octave  3.8.0
A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
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fCmplxCHOL.h
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1 /*
2 
3 Copyright (C) 1994-2013 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_fCmplxCHOL_h)
25 #define octave_fCmplxCHOL_h 1
26 
27 #include <iosfwd>
28 
29 #include "fCMatrix.h"
30 #include "fCColVector.h"
31 
32 class
33 OCTAVE_API
35 {
36 public:
37 
38  FloatComplexCHOL (void) : chol_mat (), xrcond (0) { }
39 
40  FloatComplexCHOL (const FloatComplexMatrix& 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 
54  : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
55 
57  {
58  if (this != &a)
59  {
60  chol_mat = a.chol_mat;
61  xrcond = a.xrcond;
62  }
63 
64  return *this;
65  }
66 
67  FloatComplexMatrix chol_matrix (void) const { return chol_mat; }
68 
69  float rcond (void) const { return xrcond; }
70 
71  FloatComplexMatrix inverse (void) const;
72 
73  void set (const FloatComplexMatrix& R);
74 
75  void update (const FloatComplexColumnVector& u);
76 
78 
79  octave_idx_type insert_sym (const FloatComplexColumnVector& u,
80  octave_idx_type j);
81 
82  void delete_sym (octave_idx_type j);
83 
84  void shift_sym (octave_idx_type i, octave_idx_type j);
85 
86  friend OCTAVE_API std::ostream& operator << (std::ostream& os,
87  const FloatComplexCHOL& a);
88 
89 private:
90 
92 
93  float xrcond;
94 
95  octave_idx_type init (const FloatComplexMatrix& a, bool calc_cond);
96 };
97 
98 FloatComplexMatrix OCTAVE_API chol2inv (const FloatComplexMatrix& r);
99 
100 #endif