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CmplxCHOL.h

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/*

Copyright (C) 1994, 1995, 1996, 1997, 2000, 2002, 2004, 2005, 2006,
              2007 John W. Eaton
Copyright (C) 2008, 2009 Jaroslav Hajek

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/>.

*/

#if !defined (octave_ComplexCHOL_h)
#define octave_ComplexCHOL_h 1

#include <iosfwd>

#include "CMatrix.h"
#include "CColVector.h"

class
OCTAVE_API
ComplexCHOL
{
public:

  ComplexCHOL (void) : chol_mat () { }

  ComplexCHOL (const ComplexMatrix& a, bool calc_cond = false) { init (a, calc_cond); }

  ComplexCHOL (const ComplexMatrix& a, octave_idx_type& info, bool calc_cond = false)
    {
      info = init (a, calc_cond);
    }

  ComplexCHOL (const ComplexCHOL& a)
    : chol_mat (a.chol_mat), xrcond (a.xrcond) { }

  ComplexCHOL& operator = (const ComplexCHOL& a)
    {
      if (this != &a)
        {
          chol_mat = a.chol_mat;
          xrcond = a.xrcond;
        }

      return *this;
    }

  ComplexMatrix chol_matrix (void) const { return chol_mat; }

  double rcond (void) const { return xrcond; }

  ComplexMatrix inverse (void) const;

  void set (const ComplexMatrix& R);

  void update (const ComplexColumnVector& u);

  octave_idx_type downdate (const ComplexColumnVector& u);

  octave_idx_type insert_sym (const ComplexColumnVector& u, octave_idx_type j);

  void delete_sym (octave_idx_type j);

  void shift_sym (octave_idx_type i, octave_idx_type j);

  friend OCTAVE_API std::ostream& operator << (std::ostream& os, const ComplexCHOL& a);

private:

  ComplexMatrix chol_mat;

  double xrcond;

  octave_idx_type init (const ComplexMatrix& a, bool calc_cond);
};

ComplexMatrix OCTAVE_API chol2inv (const ComplexMatrix& r);

#endif

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/