@@ -28,40 +28,40 @@ ToeplitzHankelPlan(T::TriangularToeplitz,H::Hankel,D::AbstractVector,DL::Abstrac
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function partialchol (H:: Hankel )
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# Assumes positive definite
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- σ= eltype (H)[]
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- n= size (H,1 )
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- C= Vector{eltype (H)}[]
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- v= [H[:,1 ];vec (H[end ,2 : end ])]
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- d= diag (H)
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+ σ = eltype (H)[]
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+ n = size (H,1 )
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+ C = Vector{eltype (H)}[]
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+ v = [H[:,1 ]; vec (H[end ,2 : end ])]
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+ d = diag (H)
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@assert length (v) ≥ 2 n- 1
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- reltol= maximum (abs,d)* eps (eltype (H))* log (n)
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+ reltol = maximum (abs,d)* eps (eltype (H))* log (n)
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for k= 1 : n
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- mx,idx= findmax (d)
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+ mx,idx = findmax (d)
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if mx ≤ reltol break end
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- push! (σ,inv (mx))
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- push! (C,v[idx: n+ idx- 1 ])
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+ push! (σ, inv (mx))
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+ push! (C, v[idx: n+ idx- 1 ])
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for j= 1 : k- 1
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nCjidxσj = - C[j][idx]* σ[j]
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Base. axpy! (nCjidxσj, C[j], C[k])
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end
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@simd for p= 1 : n
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- @inbounds d[p]-= C[k][p]^ 2 / mx
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+ @inbounds d[p] -= C[k][p]^ 2 / mx
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end
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end
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for k= 1 : length (σ) scale! (C[k],sqrt (σ[k])) end
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C
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end
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- function partialchol (H:: Hankel ,D:: AbstractVector )
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+ function partialchol (H:: Hankel , D:: AbstractVector )
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# Assumes positive definite
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T = promote_type (eltype (H),eltype (D))
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- σ= T[]
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- n= size (H,1 )
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- C= Vector{T}[]
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- v= [H[:,1 ];vec (H[end ,2 : end ])]
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- d= diag (H).* D.^ 2
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+ σ = T[]
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+ n = size (H,1 )
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+ C = Vector{T}[]
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+ v = [H[:,1 ];vec (H[end ,2 : end ])]
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+ d = diag (H).* D.^ 2
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@assert length (v) ≥ 2 n- 1
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- reltol= maximum (abs,d)* eps (T)* log (n)
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+ reltol = maximum (abs,d)* eps (T)* log (n)
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for k= 1 : n
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mx,idx= findmax (d)
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if mx ≤ reltol break end
@@ -103,7 +103,7 @@ function leg2chebTH{S}(::Type{S},n)
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t = zeros (S,n)
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t[1 : 2 : end ] = λ[1 : 2 : n]
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T = TriangularToeplitz (2 t/ π,:U )
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- H = Hankel (λ[1 : n],λ[n: end ])
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+ H = Hankel (λ[1 : n], λ[n: end ])
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DL = ones (S,n)
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DL[1 ] /= 2
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T,H,DL
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