/*

Copyright (C) 1996, 1997 John W. Eaton

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 2, 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, write to the Free
Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
02110-1301, USA.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "dRowVector.h"
#include "dbleCHOL.h"
#include "f77-fcn.h"
#include "lo-error.h"

extern "C"
{
  F77_RET_T
  F77_FUNC (dpotrf, DPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
			     double*, const octave_idx_type&, octave_idx_type&
			     F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dpotri, DPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
			     double*, const octave_idx_type&, octave_idx_type&
			     F77_CHAR_ARG_LEN_DECL);

  F77_RET_T
  F77_FUNC (dpocon, DPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
			     double*, const octave_idx_type&, const double&,
			     double&, double*, octave_idx_type*, 
			     octave_idx_type& F77_CHAR_ARG_LEN_DECL);
}

octave_idx_type
CHOL::init (const Matrix& a, bool calc_cond)
{
  octave_idx_type a_nr = a.rows ();
  octave_idx_type a_nc = a.cols ();

  if (a_nr != a_nc)
    {
      (*current_liboctave_error_handler) ("CHOL requires square matrix");
      return -1;
    }

  octave_idx_type n = a_nc;
  octave_idx_type info;

  chol_mat = a;
  double *h = chol_mat.fortran_vec ();

  // Calculate the norm of the matrix, for later use.
  double anorm = 0;
  if (calc_cond) 
    anorm = chol_mat.abs().sum().row(static_cast<octave_idx_type>(0)).max();

  F77_XFCN (dpotrf, DPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
			     n, h, n, info
			     F77_CHAR_ARG_LEN (1)));

  if (f77_exception_encountered)
    (*current_liboctave_error_handler) ("unrecoverable error in dpotrf");
  else
    {
      xrcond = 0.0;
      if (info != 0)
	info = -1;
      else if (calc_cond) 
	{
	  octave_idx_type dpocon_info = 0;

	  // Now calculate the condition number for non-singular matrix.
	  Array<double> z (3*n);
	  double *pz = z.fortran_vec ();
	  Array<octave_idx_type> iz (n);
	  octave_idx_type *piz = iz.fortran_vec ();
	  F77_XFCN (dpocon, DPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
				     n, anorm, xrcond, pz, piz, dpocon_info
				     F77_CHAR_ARG_LEN (1)));

	  if (f77_exception_encountered)
	    (*current_liboctave_error_handler) 
	      ("unrecoverable error in dpocon");

	  if (dpocon_info != 0) 
	    info = -1;
	}
      else
	{
	  // If someone thinks of a more graceful way of doing this (or
	  // faster for that matter :-)), please let me know!

	  if (n > 1)
	    for (octave_idx_type j = 0; j < a_nc; j++)
	      for (octave_idx_type i = j+1; i < a_nr; i++)
		chol_mat.xelem (i, j) = 0.0;
	}
    }

  return info;
}

static Matrix
chol2inv_internal (const Matrix& r)
{
  Matrix retval;

  octave_idx_type r_nr = r.rows ();
  octave_idx_type r_nc = r.cols ();

  if (r_nr == r_nc)
    {
      octave_idx_type n = r_nc;
      octave_idx_type info = 0;

      Matrix tmp = r;
      double *v = tmp.fortran_vec();

      if (info == 0)
	{
	  F77_XFCN (dpotri, DPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
				     v, n, info
				     F77_CHAR_ARG_LEN (1)));

	  if (f77_exception_encountered)
	    (*current_liboctave_error_handler) 
	      ("unrecoverable error in dpotri");
	  else
	    {
	      // If someone thinks of a more graceful way of doing this (or
	      // faster for that matter :-)), please let me know!

	      if (n > 1)
		for (octave_idx_type j = 0; j < r_nc; j++)
		  for (octave_idx_type i = j+1; i < r_nr; i++)
		    tmp.xelem (i, j) = tmp.xelem (j, i);

	      retval = tmp;
	    }
	}
    }
  else
    (*current_liboctave_error_handler) ("chol2inv requires square matrix");

  return retval;
}

// Compute the inverse of a matrix using the Cholesky factorization.
Matrix
CHOL::inverse (void) const
{
  return chol2inv_internal (chol_mat);
}

Matrix
chol2inv (const Matrix& r)
{
  return chol2inv_internal (r);
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
