/* Copyright (C) 1996, 1997 John W. Eaton 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 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 Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #include "ov-re-tri.h" #include "CmplxCHOL.h" #include "dbleCHOL.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "utils.h" extern void install_tri_ops(void); static bool type_loaded = false; DEFUN_DLD (chol, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {} chol (@var{a})\n\ @cindex Cholesky factorization\n\ Compute the Cholesky factor, @var{r}, of the symmetric positive definite\n\ matrix @var{a}, where\n\ @iftex\n\ @tex\n\ $ R^T R = A $.\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @example\n\ r' * r = a.\n\ @end example\n\ @end ifinfo\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin != 1 || nargout > 2) { print_usage ("chol"); return retval; } octave_value arg = args(0); int nr = arg.rows (); int nc = arg.columns (); int arg_is_empty = empty_arg ("chol", nr, nc); if (arg_is_empty < 0) return retval; if (arg_is_empty > 0) return octave_value (Matrix ()); if (arg.is_real_type ()) { Matrix m = arg.matrix_value (); if (! error_state) { octave_idx_type info; CHOL fact (m, info); if (nargout == 2 || info == 0) { if (! type_loaded) { octave_tri::register_type (); install_tri_ops(); type_loaded = true; } retval(1) = static_cast (info); retval(0) = new octave_tri(fact.chol_matrix (), octave_tri::Upper); retval(0).maybe_mutate(); } else error ("chol: matrix not positive definite"); } } else if (arg.is_complex_type ()) { ComplexMatrix m = arg.complex_matrix_value (); if (! error_state) { octave_idx_type info; ComplexCHOL fact (m, info); if (nargout == 2 || info == 0) { if (! type_loaded) { octave_tri::register_type (); install_tri_ops(); type_loaded = true; } retval(1) = static_cast (info); retval(0) = fact.chol_matrix (); } else error ("chol: matrix not positive definite"); } } else { gripe_wrong_type_arg ("chol", arg); } return retval; } /* %!shared c %! c=chol([2,1;1,1]); %!assert(c,sqrt([2,1/2;0,1/2]),10*eps); %!assert(c\(c'\[1;1]),[0;1],10*eps); %!assert(typeinfo(c),"triangular matrix"); %!assert(c+1,sqrt([2,1/2;0,1/2])+1,10*eps); %!assert(typeinfo(c+1),"matrix"); */ /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */