1 files changed, 149 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_chol.hpp b/src/armadillo/include/armadillo_bits/fn_chol.hpp
new file mode 100644
index 0000000..dfd9e6e
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/fn_chol.hpp
@@ -0,0 +1,149 @@
+// SPDX-License-Identifier: Apache-2.0
+// 
+// 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 fn_chol
+//! @{
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, const Op<T1, op_chol> >::result
+chol
+  (
+  const Base<typename T1::elem_type,T1>& X,
+  const char* layout = "upper"
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  const char sig = (layout != nullptr) ? layout[0] : char(0);
+  
+  arma_debug_check( ((sig != 'u') && (sig != 'l')), "chol(): layout must be \"upper\" or \"lower\"" );
+  
+  return Op<T1, op_chol>(X.get_ref(), ((sig == 'u') ? 0 : 1), 0 );
+  }
+
+
+
+template<typename T1>
+inline
+typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
+chol
+  (
+         Mat<typename T1::elem_type>&    out,
+  const Base<typename T1::elem_type,T1>& X,
+  const char* layout = "upper"
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  const char sig = (layout != nullptr) ? layout[0] : char(0);
+  
+  arma_debug_check( ((sig != 'u') && (sig != 'l')), "chol(): layout must be \"upper\" or \"lower\"" );
+  
+  const bool status = op_chol::apply_direct(out, X.get_ref(), ((sig == 'u') ? 0 : 1));
+  
+  if(status == false)
+    {
+    out.soft_reset();
+    arma_debug_warn_level(3, "chol(): decomposition failed");
+    }
+  
+  return status;
+  }
+
+
+
+template<typename T1>
+inline
+typename enable_if2< is_supported_blas_type<typename T1::elem_type>::value, bool >::result
+chol
+  (
+         Mat<typename T1::elem_type>&    out,
+         Mat<uword>&                     P,
+  const Base<typename T1::elem_type,T1>& X,
+  const char*                            layout = "upper",
+  const char*                            P_mode = "matrix"
+  )
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const char sig_layout = (layout != nullptr) ? layout[0] : char(0);
+  const char sig_P_mode = (P_mode != nullptr) ? P_mode[0] : char(0);
+  
+  arma_debug_check( ((sig_layout != 'u') && (sig_layout != 'l')), "chol(): argument 'layout' must be \"upper\" or \"lower\""   );
+  arma_debug_check( ((sig_P_mode != 'm') && (sig_P_mode != 'v')), "chol(): argument 'P_mode' must be \"vector\" or \"matrix\"" );
+  
+  out = X.get_ref();
+  
+  arma_debug_check( (out.is_square() == false), "chol(): given matrix must be square sized", [&](){ out.soft_reset(); } );
+  
+  if(out.is_empty())
+    {
+    P.reset();
+    return true;
+    }
+  
+  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"); }
+    }
+  
+  bool status = false;
+  
+  if(sig_P_mode == 'v')
+    {
+    status = auxlib::chol_pivot(out, P, ((sig_layout == 'u') ? 0 : 1));
+    }
+  else
+  if(sig_P_mode == 'm')
+    {
+    Mat<uword> P_vec;
+    
+    status = auxlib::chol_pivot(out, P_vec, ((sig_layout == 'u') ? 0 : 1));
+    
+    if(status)
+      {
+      // construct P
+      
+      const uword N = P_vec.n_rows;
+      
+      P.zeros(N,N);
+      
+      for(uword i=0; i < N; ++i)  { P.at(P_vec[i], i) = uword(1); }
+      }
+    }
+  
+  if(status == false)
+    {
+    out.soft_reset();
+      P.soft_reset();
+    arma_debug_warn_level(3, "chol(): decomposition failed");
+    }
+  
+  return status;
+  }
+
+
+
+//! @}