/usr/include/octave-4.2.2/octave/chol.h is in liboctave-dev 4.2.2-1ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 | /*
Copyright (C) 1994-2017 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
<http://www.gnu.org/licenses/>.
*/
#if ! defined (octave_chol_h)
#define octave_chol_h 1
#include "octave-config.h"
namespace octave
{
namespace math
{
template <typename T>
class
chol
{
public:
typedef typename T::column_vector_type VT;
typedef typename T::real_elt_type COND_T;
chol (void) : chol_mat (), xrcond (0) { }
chol (const T& a, bool upper = true, bool calc_cond = false)
: chol_mat (), xrcond (0)
{
init (a, upper, calc_cond);
}
chol (const T& a, octave_idx_type& info, bool upper = true,
bool calc_cond = false)
: chol_mat (), xrcond (0)
{
info = init (a, upper, calc_cond);
}
chol (const chol& a)
: chol_mat (a.chol_mat), xrcond (a.xrcond) { }
chol& operator = (const chol& a)
{
if (this != &a)
{
chol_mat = a.chol_mat;
xrcond = a.xrcond;
}
return *this;
}
T chol_matrix (void) const { return chol_mat; }
COND_T rcond (void) const { return xrcond; }
// Compute the inverse of a matrix using the Cholesky factorization.
T inverse (void) const;
void set (const T& R);
void update (const VT& u);
octave_idx_type downdate (const VT& u);
octave_idx_type insert_sym (const VT& u, octave_idx_type j);
void delete_sym (octave_idx_type j);
void shift_sym (octave_idx_type i, octave_idx_type j);
private:
T chol_mat;
COND_T xrcond;
bool is_upper;
octave_idx_type init (const T& a, bool upper, bool calc_cond);
};
template <typename T>
T
chol2inv (const T& r);
}
}
#endif
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