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/*
Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
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 3 of the License, 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, see
<http://www.gnu.org/licenses/>.
*/
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include "dMatrix.h"
#include "dRowVector.h"
#include "CmplxCHOL.h"
#include "f77-fcn.h"
#include "lo-error.h"
extern "C"
{
F77_RET_T
F77_FUNC (zpotrf, ZPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
Complex*, const octave_idx_type&, octave_idx_type&
F77_CHAR_ARG_LEN_DECL);
F77_RET_T
F77_FUNC (zpotri, ZPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
Complex*, const octave_idx_type&, octave_idx_type&
F77_CHAR_ARG_LEN_DECL);
F77_RET_T
F77_FUNC (zpocon, ZPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
Complex*, const octave_idx_type&, const double&,
double&, Complex*, double*,
octave_idx_type& F77_CHAR_ARG_LEN_DECL);
}
octave_idx_type
ComplexCHOL::init (const ComplexMatrix& a, bool calc_cond)
{
octave_idx_type a_nr = a.rows ();
octave_idx_type a_nc = a.cols ();
if (a_nr != a_nc)
{
(*current_liboctave_error_handler)
("ComplexCHOL requires square matrix");
return -1;
}
octave_idx_type n = a_nc;
octave_idx_type info;
chol_mat = a;
Complex *h = chol_mat.fortran_vec ();
// Calculate the norm of the matrix, for later use.
double anorm = 0;
if (calc_cond)
anorm = chol_mat.abs().sum().row(static_cast<octave_idx_type>(0)).max();
F77_XFCN (zpotrf, ZPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1), n, h, n, info
F77_CHAR_ARG_LEN (1)));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zpotrf");
else
{
xrcond = 0.0;
if (info != 0)
info = -1;
else if (calc_cond)
{
octave_idx_type zpocon_info = 0;
// Now calculate the condition number for non-singular matrix.
Array<Complex> z (2*n);
Complex *pz = z.fortran_vec ();
Array<double> rz (n);
double *prz = rz.fortran_vec ();
F77_XFCN (zpocon, ZPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
n, anorm, xrcond, pz, prz, zpocon_info
F77_CHAR_ARG_LEN (1)));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in zpocon");
if (zpocon_info != 0)
info = -1;
}
else
{
// If someone thinks of a more graceful way of doing this (or
// faster for that matter :-)), please let me know!
if (n > 1)
for (octave_idx_type j = 0; j < a_nc; j++)
for (octave_idx_type i = j+1; i < a_nr; i++)
chol_mat.xelem (i, j) = 0.0;
}
}
return info;
}
static ComplexMatrix
chol2inv_internal (const ComplexMatrix& r)
{
ComplexMatrix retval;
octave_idx_type r_nr = r.rows ();
octave_idx_type r_nc = r.cols ();
if (r_nr == r_nc)
{
octave_idx_type n = r_nc;
octave_idx_type info;
ComplexMatrix tmp = r;
F77_XFCN (zpotri, ZPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
tmp.fortran_vec (), n, info
F77_CHAR_ARG_LEN (1)));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in zpotri");
else
{
// If someone thinks of a more graceful way of doing this (or
// faster for that matter :-)), please let me know!
if (n > 1)
for (octave_idx_type j = 0; j < r_nc; j++)
for (octave_idx_type i = j+1; i < r_nr; i++)
tmp.xelem (i, j) = std::conj (tmp.xelem (j, i));
retval = tmp;
}
}
else
(*current_liboctave_error_handler) ("chol2inv requires square matrix");
return retval;
}
// Compute the inverse of a matrix using the Cholesky factorization.
ComplexMatrix
ComplexCHOL::inverse (void) const
{
return chol2inv_internal (chol_mat);
}
ComplexMatrix
chol2inv (const ComplexMatrix& r)
{
return chol2inv_internal (r);
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
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