/*
 *
 * Copyright (C) 1994-2013 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_dbleCHOL_h)
#define octave_dbleCHOL_h 1

#include <iosfwd>

#include "dMatrix.h"
#include "dColVector.h"

class
OCTAVE_API
CHOL
{
 public:
  
  CHOL (void) : chol_mat (), xrcond (0) { }
  
  CHOL (const Matrix& a, bool upper=true, bool calc_cond = false)
    : chol_mat (), xrcond (0)
    {
      init (a, upper, calc_cond);
    }
  
  CHOL (const Matrix& 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;
    }
  
  Matrix chol_matrix (void) const { return chol_mat; }
  
  double rcond (void) const { return xrcond; }
  
  // Compute the inverse of a matrix using the Cholesky factorization.
  Matrix inverse (void) const;
  
  void set (const Matrix& R);
  
  void update (const ColumnVector& u);
  
  octave_idx_type downdate (const ColumnVector& u);
  
  octave_idx_type insert_sym (const ColumnVector& u, octave_idx_type j);
  
  void delete_sym (octave_idx_type j);
  
  void shift_sym (octave_idx_type i, octave_idx_type j);
  
  friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a);
  
 private:
  
  Matrix chol_mat;
  bool  is_upper;
  double xrcond;
  
  octave_idx_type init (const Matrix& a, bool calc_cond);
};

Matrix OCTAVE_API chol2inv (const Matrix& r);