150 lines
3.9 KiB
C++
150 lines
3.9 KiB
C++
// SPDX-License-Identifier: Apache-2.0
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//
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// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2008-2016 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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//! \addtogroup fn_chol
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//! @{
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template<typename T1>
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arma_warn_unused
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inline
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typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, const Op<T1, op_chol> >::result
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chol
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(
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const Base<typename T1::elem_type,T1>& X,
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const char* layout = "upper"
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)
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{
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arma_debug_sigprint();
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const char sig = (layout != nullptr) ? layout[0] : char(0);
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arma_conform_check( ((sig != 'u') && (sig != 'l')), "chol(): layout must be \"upper\" or \"lower\"" );
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return Op<T1, op_chol>(X.get_ref(), ((sig == 'u') ? 0 : 1), 0 );
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}
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template<typename T1>
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inline
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typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
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chol
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(
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Mat<typename T1::elem_type>& out,
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const Base<typename T1::elem_type,T1>& X,
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const char* layout = "upper"
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)
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{
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arma_debug_sigprint();
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const char sig = (layout != nullptr) ? layout[0] : char(0);
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arma_conform_check( ((sig != 'u') && (sig != 'l')), "chol(): layout must be \"upper\" or \"lower\"" );
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const bool status = op_chol::apply_direct(out, X.get_ref(), ((sig == 'u') ? 0 : 1));
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if(status == false)
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{
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out.soft_reset();
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arma_warn(3, "chol(): decomposition failed");
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}
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return status;
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}
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template<typename T1>
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inline
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typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
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chol
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(
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Mat<typename T1::elem_type>& out,
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Mat<uword>& P,
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const Base<typename T1::elem_type,T1>& X,
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const char* layout = "upper",
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const char* P_mode = "matrix"
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)
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{
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arma_debug_sigprint();
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typedef typename T1::elem_type eT;
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const char sig_layout = (layout != nullptr) ? layout[0] : char(0);
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const char sig_P_mode = (P_mode != nullptr) ? P_mode[0] : char(0);
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arma_conform_check( ((sig_layout != 'u') && (sig_layout != 'l')), "chol(): argument 'layout' must be \"upper\" or \"lower\"" );
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arma_conform_check( ((sig_P_mode != 'm') && (sig_P_mode != 'v')), "chol(): argument 'P_mode' must be \"vector\" or \"matrix\"" );
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out = X.get_ref();
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arma_conform_check( (out.is_square() == false), "chol(): given matrix must be square sized", [&](){ out.soft_reset(); } );
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if(out.is_empty())
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{
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P.reset();
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return true;
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}
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if((arma_config::check_conform) && (auxlib::rudimentary_sym_check(out) == false))
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{
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if(is_cx<eT>::no ) { arma_warn(1, "chol(): given matrix is not symmetric"); }
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if(is_cx<eT>::yes) { arma_warn(1, "chol(): given matrix is not hermitian"); }
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}
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bool status = false;
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if(sig_P_mode == 'v')
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{
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status = auxlib::chol_pivot(out, P, ((sig_layout == 'u') ? 0 : 1));
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}
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else
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if(sig_P_mode == 'm')
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{
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Mat<uword> P_vec;
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status = auxlib::chol_pivot(out, P_vec, ((sig_layout == 'u') ? 0 : 1));
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if(status)
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{
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// construct P
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const uword N = P_vec.n_rows;
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P.zeros(N,N);
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for(uword i=0; i < N; ++i) { P.at(P_vec[i], i) = uword(1); }
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}
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}
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if(status == false)
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{
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out.soft_reset();
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P.soft_reset();
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arma_warn(3, "chol(): decomposition failed");
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}
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return status;
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}
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//! @}
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