/*
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<double> (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<double> (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: ***
*/
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