84 lines
2.5 KiB
C++
84 lines
2.5 KiB
C++
// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
|
|
// Copyright 2008-2016 National ICT Australia (NICTA)
|
|
//
|
|
// Licensed under the Apache License, Version 2.0 (the "License");
|
|
// you may not use this file except in compliance with the License.
|
|
// You may obtain a copy of the License at
|
|
// http://www.apache.org/licenses/LICENSE-2.0
|
|
//
|
|
// Unless required by applicable law or agreed to in writing, software
|
|
// distributed under the License is distributed on an "AS IS" BASIS,
|
|
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
// See the License for the specific language governing permissions and
|
|
// limitations under the License.
|
|
// ------------------------------------------------------------------------
|
|
|
|
|
|
//! \addtogroup op_chol
|
|
//! @{
|
|
|
|
|
|
|
|
template<typename T1>
|
|
inline
|
|
void
|
|
op_chol::apply(Mat<typename T1::elem_type>& out, const Op<T1,op_chol>& X)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
const bool status = op_chol::apply_direct(out, X.m, X.aux_uword_a);
|
|
|
|
if(status == false)
|
|
{
|
|
out.soft_reset();
|
|
arma_stop_runtime_error("chol(): decomposition failed");
|
|
}
|
|
}
|
|
|
|
|
|
|
|
template<typename T1>
|
|
inline
|
|
bool
|
|
op_chol::apply_direct(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type,T1>& A_expr, const uword layout)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
typedef typename T1::elem_type eT;
|
|
|
|
out = A_expr.get_ref();
|
|
|
|
arma_debug_check( (out.is_square() == false), "chol(): given matrix must be square sized" );
|
|
|
|
if(out.is_empty()) { return true; }
|
|
|
|
// if(auxlib::rudimentary_sym_check(out) == false)
|
|
// {
|
|
// if(is_cx<eT>::no ) { arma_debug_warn_level(1, "chol(): given matrix is not symmetric"); }
|
|
// if(is_cx<eT>::yes) { arma_debug_warn_level(1, "chol(): given matrix is not hermitian"); }
|
|
// return false;
|
|
// }
|
|
|
|
if((arma_config::debug) && (auxlib::rudimentary_sym_check(out) == false))
|
|
{
|
|
if(is_cx<eT>::no ) { arma_debug_warn_level(1, "chol(): given matrix is not symmetric"); }
|
|
if(is_cx<eT>::yes) { arma_debug_warn_level(1, "chol(): given matrix is not hermitian"); }
|
|
}
|
|
|
|
uword KD = 0;
|
|
|
|
#if defined(ARMA_OPTIMISE_BAND)
|
|
const bool is_band = (auxlib::crippled_lapack(out)) ? false : ((layout == 0) ? band_helper::is_band_upper(KD, out, uword(32)) : band_helper::is_band_lower(KD, out, uword(32)));
|
|
#else
|
|
const bool is_band = false;
|
|
#endif
|
|
|
|
const bool status = (is_band) ? auxlib::chol_band(out, KD, layout) : auxlib::chol(out, layout);
|
|
|
|
return status;
|
|
}
|
|
|
|
|
|
|
|
//! @}
|