/* Copyright (C) 1994-2015 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 . */ #if !defined (octave_CmplxCHOL_h) #define octave_CmplxCHOL_h 1 #include #include "CMatrix.h" #include "CColVector.h" class OCTAVE_API ComplexCHOL { public: ComplexCHOL (void) : chol_mat (), xrcond (0) { } ComplexCHOL (const ComplexMatrix& a, bool calc_cond = false) : chol_mat (), xrcond (0) { init (a, calc_cond); } ComplexCHOL (const ComplexMatrix& a, octave_idx_type& info, bool calc_cond = false) : chol_mat (), xrcond (0) { 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