void CSparseMatrix::add_AB(const CSparseMatrix& A, const CSparseMatrix& B)
{
ASSERT_(A.cols() == B.cols() && A.rows() == B.rows());
cs* sm = cs_add(&(A.sparse_matrix), &(B.sparse_matrix), 1, 1);
ASSERT_(sm);
this->copy_fast(sm);
cs_spfree(sm);
}
void CSparseMatrix::multiply_AB(const CSparseMatrix& A, const CSparseMatrix& B)
{
ASSERT_(A.cols() == B.rows());
cs* sm = cs_multiply(&(A.sparse_matrix), &(B.sparse_matrix));
ASSERT_(sm);
this->copy_fast(sm);
cs_spfree(sm);
}
/** Constructor from a square semidefinite-positive sparse matrix.
* The actual Cholesky decomposition takes places in this constructor.
* \exception std::runtime_error On non-square input matrix.
* \exception mrpt::math::CExceptionNotDefPos On non-semidefinite-positive
* matrix as input.
*/
CSparseMatrix::CholeskyDecomp::CholeskyDecomp(const CSparseMatrix& SM)
: m_symbolic_structure(nullptr),
m_numeric_structure(nullptr),
m_originalSM(&SM)
{
ASSERT_(SM.cols() == SM.rows());
ASSERT_(SM.isColumnCompressed());
// symbolic decomposition:
m_symbolic_structure =
cs_schol(1 /* order */, &m_originalSM->sparse_matrix);
// numeric decomposition:
m_numeric_structure =
cs_chol(&m_originalSM->sparse_matrix, m_symbolic_structure);
if (!m_numeric_structure)
throw mrpt::math::CExceptionNotDefPos(
"CSparseMatrix::CholeskyDecomp: Not positive definite matrix.");
}