finally got the correct type for insert column
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@ -6,8 +6,9 @@ use alga::general::ComplexField;
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use crate::allocator::Allocator;
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use crate::allocator::Allocator;
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use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, SquareMatrix};
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use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, SquareMatrix};
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use crate::constraint::{SameNumberOfRows, ShapeConstraint};
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use crate::constraint::{SameNumberOfRows, ShapeConstraint};
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use crate::dimension::{Dim, DimSub, Dynamic, U1};
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use crate::dimension::{Dim, DimAdd, DimSum, DimSub, Dynamic, U1};
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use crate::storage::{Storage, StorageMut};
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use crate::storage::{Storage, StorageMut};
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use crate::base::allocator::Reallocator;
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/// The Cholesky decomposition of a symmetric-definite-positive matrix.
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/// The Cholesky decomposition of a symmetric-definite-positive matrix.
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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@ -188,6 +189,34 @@ where
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}
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}
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}
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}
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}
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}
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/// Updates the decomposition such that we get the decomposition of a matrix with the given column `c` in the `j`th position.
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/// Since the matrix is square, an identical row will be added in the `j`th row.
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pub fn insert_column<R2: Dim, S2>(
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self,
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j: usize,
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c: &Matrix<N, R2, U1, S2>,
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) -> Cholesky<N, DimSum<D, U1>>
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where
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D: DimAdd<U1>,
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DefaultAllocator: Reallocator<N, D, D, D, DimSum<D, U1>> + Reallocator<N, D, DimSum<D, U1>, DimSum<D, U1>, DimSum<D, U1>>,
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S2: Storage<N, R2, U1>,
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ShapeConstraint: SameNumberOfRows<R2, DimSum<D, U1>>,
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{
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let n = c.nrows();
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assert_eq!(
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n,
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self.chol.nrows() + 1,
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"The new column must have the size of the factored matrix plus one."
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);
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assert!(j < n, "j needs to be within the bound of the new matrix.");
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// TODO what is the fastest way to produce the new matrix ?
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let chol= self.chol.insert_column(j, N::zero()).insert_row(j, N::zero());
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// TODO see https://en.wikipedia.org/wiki/Cholesky_decomposition#Updating_the_decomposition
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unimplemented!();
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Cholesky { chol }
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}
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}
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}
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impl<N: ComplexField, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
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impl<N: ComplexField, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
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