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dbleCHOL.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_CHOL_h)
#define octave_CHOL_h 1

#include <iosfwd>

#include "dMatrix.h"
#include "dColVector.h"

class
OCTAVE_API
CHOL
{
public:

  CHOL (void) : chol_mat () { }

  CHOL (const Matrix& a, bool calc_cond = false) { init (a, calc_cond); }

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

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

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

  Matrix chol_matrix (void) const { return chol_mat; }

  double rcond (void) const { return xrcond; }

  // Compute the inverse of a matrix using the Cholesky factorization.
  Matrix inverse (void) const;

  void set (const Matrix& R);

  void update (const ColumnVector& u);

  octave_idx_type downdate (const ColumnVector& u);

  octave_idx_type insert_sym (const ColumnVector& 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 CHOL& a);

private:

  Matrix chol_mat;

  double xrcond;

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

Matrix OCTAVE_API chol2inv (const Matrix& r);

#endif

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