Changeset 73baeb7 in tol


Ignore:
Timestamp:
Feb 3, 2009, 9:17:47 AM (18 years ago)
Author:
Víctor de Buen <vdebuen@…>
Branches:
1941-docker-image-to-test, devel, master
Children:
c27d3e3
Parents:
44e5e09
Message:

Forcing naturalForcing natural order of CHOLMOD factorization in FastCholeskiCovFactor

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@562 be4846ae-f051-483a-831f-b64e7d08527f

File:
1 edited

Legend:

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  • tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

    r44e5e09 r73baeb7  
    157157    //Does Choleski factorization of pure AR
    158158  //Real _trc.7 = { WriteLn("TRACE _.cov_ar_n=" << (Matrix VMat2Mat(_.cov_ar_n))); 0 };
    159     VMatrix _.L_ar_n = CholeskiFactor(_.cov_ar_n,"X");
     159    VMatrix _.L_ar_n = CholeskiFactor(_.cov_ar_n,"X", True);
    160160  //Real _trc.8 = { WriteLn("TRACE _.L_ar_n=" << (Matrix VMat2Mat(_.L_ar_n))); 0 };
    161161    //Calculates the inverse of Choleski factorization of pure AR
    … …  
    176176  //Real _trc.12 = { WriteLn("TRACE _.cov_ma_m=" << (Matrix VMat2Mat(_.cov_ma_m))); 0 };
    177177    //Does Choleski factorization of pseudo MA factor
    178     VMatrix _.L_ma = CholeskiFactor(_.cov_ma_m,"X");
     178    VMatrix _.L_ma = CholeskiFactor(_.cov_ma_m,"X",True);
    179179    //Converts to Cholmod.R.Sparse
    180180    VMatrix _.L_ma_sp = Convert(_.L_ma,"Cholmod.R.Sparse");
    … …  
    262262    ////////////////////////////////////////////////////////////////////////////
    263263    {
    264       CholeskiFactor(cov,"X")
     264      CholeskiFactor(cov,"X",True)
    265265    };
    266266    ////////////////////////////////////////////////////////////////////////////
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