// 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 arma_warn_unused inline typename enable_if2< is_supported_blas_type::value, const Op >::result chol ( const Base& 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(X.get_ref(), ((sig == 'u') ? 0 : 1), 0 ); } template inline typename enable_if2< is_supported_blas_type::value, bool >::result chol ( Mat& out, const Base& 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 inline typename enable_if2< is_supported_blas_type::value, bool >::result chol ( Mat& out, Mat& P, const Base& 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::no ) { arma_debug_warn_level(1, "chol(): given matrix is not symmetric"); } if(is_cx::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 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; } //! @}