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fCmplxCHOL.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_FloatComplexCHOL_h)
#define octave_FloatComplexCHOL_h 1

#include <iosfwd>

#include "fCMatrix.h"
#include "fCColVector.h"

class
OCTAVE_API
FloatComplexCHOL
{
public:

  FloatComplexCHOL (void) : chol_mat () { }

  FloatComplexCHOL (const FloatComplexMatrix& a, bool calc_cond = false) { init (a, calc_cond); }

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

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

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

      return *this;
    }

  FloatComplexMatrix chol_matrix (void) const { return chol_mat; }

  float rcond (void) const { return xrcond; }

  FloatComplexMatrix inverse (void) const;

  void set (const FloatComplexMatrix& R);

  void update (const FloatComplexColumnVector& u);

  octave_idx_type downdate (const FloatComplexColumnVector& u);

  octave_idx_type insert_sym (const FloatComplexColumnVector& 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 FloatComplexCHOL& a);

private:

  FloatComplexMatrix chol_mat;

  float xrcond;

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

FloatComplexMatrix OCTAVE_API chol2inv (const FloatComplexMatrix& r);

#endif

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