First commit

author: Sandeep Gupta 2017-06-18 23:55:40 +0530
committer: Sandeep Gupta 2017-06-18 23:55:40 +0530
commit: b43eccd4cffed5bd1017c5821524fb6e49202f78 (patch)
tree: 4c53d798252cbeae9bcf7dc9604524b20bb10f27 /2.3-1/src/c/matrixOperations/chol
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14 files changed, 1857 insertions, 0 deletions
diff --git a/2.3-1/src/c/matrixOperations/chol/Makefile.am b/2.3-1/src/c/matrixOperations/chol/Makefile.am
new file mode 100644
index 00000000..875adf20
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/Makefile.am
@@ -0,0 +1,71 @@
+##
+##  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+##  Copyright (C) 2006-2008 - INRIA - Bruno JOFRET
+##
+##  This file must be used under the terms of the CeCILL.
+##  This source file is licensed as described in the file COPYING, which
+##  you should have received as part of this distribution.  The terms
+##  are also available at
+##  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+##
+##
+
+libMatrixChol_la_CFLAGS =	-I $(top_builddir)/src/c/type \
+				-I .\
+				-I $(top_builddir)/src/c/matrixOperations/includes \
+				-I $(top_builddir)/src/c/operations/includes \
+				-I $(top_builddir)/src/c/elementaryFunctions/includes
+
+instdir = $(top_builddir)/lib
+
+pkglib_LTLIBRARIES = libMatrixChol.la
+
+HEAD = ../includes/chol.h
+
+libMatrixChol_la_SOURCES = 		$(HEAD) \
+					schols.c \
+					schola.c \
+					dchols.c \
+					dchola.c \
+					cchola.c \
+					zchola.c
+
+
+############
+##  CHECK
+############
+
+
+check_PROGRAMS = 	testDoubleChol   testFloatChol
+
+check_LDADD =		$(top_builddir)/src/c/type/libDoubleComplex.la \
+			$(top_builddir)/src/c/type/libFloatComplex.la \
+			$(top_builddir)/src/fortran/lapack/libscilapack.la \
+			$(top_builddir)/src/c/elementaryFunctions/sqrt/libSqrt.la \
+			$(top_builddir)/src/c/auxiliaryFunctions/abs/libAbs.la \
+			$(top_builddir)/src/c/auxiliaryFunctions/pythag/libPythag.la \
+			$(top_builddir)/src/c/operations/addition/libAddition.la \
+			$(top_builddir)/src/c/operations/multiplication/libMultiplication.la \
+			$(top_builddir)/src/c/operations/division/libDivision.la \
+			$(top_builddir)/src/c/operations/subtraction/libSubtraction.la \
+			$(top_builddir)/src/c/auxiliaryFunctions/conj/libConj.la \
+			libMatrixChol.la
+
+check_INCLUDES =	-I $(top_builddir)/src/c/type \
+			-I .\
+			-I $(top_builddir)/src/c/matrixOperations/includes \
+			-I $(top_builddir)/src/c/elementaryFunctions/includes
+
+testDoubleChol_SOURCES = testDoubleChol.c
+testDoubleChol_LDADD = $(check_LDADD)
+testDoubleChol_CFLAGS = $(check_INCLUDES)
+
+testFloatChol_SOURCES = testFloatChol.c
+testFloatChol_LDADD = $(check_LDADD)
+testFloatChol_CFLAGS = $(check_INCLUDES)
+
+TESTS =		testDoubleChol   testFloatChol
+
+
+
+
diff --git a/2.3-1/src/c/matrixOperations/chol/Makefile.in b/2.3-1/src/c/matrixOperations/chol/Makefile.in
new file mode 100644
index 00000000..f7409811
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/Makefile.in
@@ -0,0 +1,772 @@
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+				-I .\
+				-I $(top_builddir)/src/c/matrixOperations/includes \
+				-I $(top_builddir)/src/c/operations/includes \
+				-I $(top_builddir)/src/c/elementaryFunctions/includes
+
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+					schols.c \
+					schola.c \
+					dchols.c \
+					dchola.c \
+					cchola.c \
+					zchola.c
+
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+			libMatrixChol.la
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+			-I $(top_builddir)/src/c/matrixOperations/includes \
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+clean: clean-am
+
+clean-am: clean-checkPROGRAMS clean-generic clean-libtool \
+	clean-pkglibLTLIBRARIES mostlyclean-am
+
+distclean: distclean-am
+	-rm -rf ./$(DEPDIR)
+	-rm -f Makefile
+distclean-am: clean-am distclean-compile distclean-generic \
+	distclean-tags
+
+dvi: dvi-am
+
+dvi-am:
+
+html: html-am
+
+html-am:
+
+info: info-am
+
+info-am:
+
+install-data-am:
+
+install-dvi: install-dvi-am
+
+install-dvi-am:
+
+install-exec-am: install-pkglibLTLIBRARIES
+
+install-html: install-html-am
+
+install-html-am:
+
+install-info: install-info-am
+
+install-info-am:
+
+install-man:
+
+install-pdf: install-pdf-am
+
+install-pdf-am:
+
+install-ps: install-ps-am
+
+install-ps-am:
+
+installcheck-am:
+
+maintainer-clean: maintainer-clean-am
+	-rm -rf ./$(DEPDIR)
+	-rm -f Makefile
+maintainer-clean-am: distclean-am maintainer-clean-generic
+
+mostlyclean: mostlyclean-am
+
+mostlyclean-am: mostlyclean-compile mostlyclean-generic \
+	mostlyclean-libtool
+
+pdf: pdf-am
+
+pdf-am:
+
+ps: ps-am
+
+ps-am:
+
+uninstall-am: uninstall-pkglibLTLIBRARIES
+
+.MAKE: check-am install-am install-strip
+
+.PHONY: CTAGS GTAGS all all-am check check-TESTS check-am clean \
+	clean-checkPROGRAMS clean-generic clean-libtool \
+	clean-pkglibLTLIBRARIES ctags distclean distclean-compile \
+	distclean-generic distclean-libtool distclean-tags distdir dvi \
+	dvi-am html html-am info info-am install install-am \
+	install-data install-data-am install-dvi install-dvi-am \
+	install-exec install-exec-am install-html install-html-am \
+	install-info install-info-am install-man install-pdf \
+	install-pdf-am install-pkglibLTLIBRARIES install-ps \
+	install-ps-am install-strip installcheck installcheck-am \
+	installdirs maintainer-clean maintainer-clean-generic \
+	mostlyclean mostlyclean-compile mostlyclean-generic \
+	mostlyclean-libtool pdf pdf-am ps ps-am tags uninstall \
+	uninstall-am uninstall-pkglibLTLIBRARIES
+
+
+# Tell versions [3.59,3.63) of GNU make to not export all variables.
+# Otherwise a system limit (for SysV at least) may be exceeded.
+.NOEXPORT:
diff --git a/2.3-1/src/c/matrixOperations/chol/cchola.c b/2.3-1/src/c/matrixOperations/chol/cchola.c
new file mode 100644
index 00000000..4b657e6c
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/cchola.c
@@ -0,0 +1,91 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+#include <stdlib.h>
+
+#ifndef WITHOUT_LAPACK
+#include "lapack.h"
+#else
+#include "multiplication.h"
+#include "division.h"
+#include "subtraction.h"
+#include "sqrt.h"
+#endif
+#include "chol.h"
+
+
+void cchola(floatComplex * in, int size, floatComplex *out){
+	/* param in : input matrix (square matrix)
+	   param size : number of rows or columns
+	   param out : output upper triangular matrix
+	   */
+	
+	/* 
+	   We compute U as A=Ut*U
+	   */
+	   
+	   
+#ifndef WITHOUT_LAPACK	
+
+	/*We have to use a double, copy of in,
+	  cause dpotrf works only with double, not with float*/
+	doubleComplex* tmp;
+	int i=0, j=0, info=0;
+	
+	tmp=(doubleComplex*)malloc((unsigned int)(size*size)*sizeof(doubleComplex));
+	for(i=0;i<size*size;i++) tmp[i]=DoubleComplex((double)creals(in[i]),(double)cimags(in[i]));
+	
+	zpotrf_("U", &size, tmp, &size, &info);
+
+	for(i=0;i<size*size;i++) out[i]=FloatComplex((float)zreals(tmp[i]),(float)zimags(tmp[i]));
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=FloatComplex(0,0);
+		}
+	}
+	free(tmp);
+#else
+	/* Do not use Lapack functions*/
+
+	int i=0, j=0, k=0;
+	floatComplex tmp,transposee;
+	float accu;
+
+	for (i=0;i<size;i++){
+		accu=0.0f;
+		for (j=0;j<i;j++){
+			tmp=in[i*size+j];
+			for (k=0;k<j;k++){
+				transposee=FloatComplex(creals(out[j*size+k]),-cimags(out[j*size+k]));
+				tmp = cdiffs(tmp,cmuls(out[i*size+k],transposee));
+			}
+			out[i*size+j]= crdivs(tmp,out[j*size+j]);
+			accu += creals(out[i*size+j])*creals(out[i*size+j]);
+			accu += cimags(out[i*size+j])*cimags(out[i*size+j]);
+		}
+		tmp = FloatComplex(creals(in[i*size+i])-accu,0);
+		out[i*size+i]=csqrts(tmp);	
+	}
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=FloatComplex(0,0);
+		}
+	}
+
+#endif	
+}
+
+
diff --git a/2.3-1/src/c/matrixOperations/chol/dchola.c b/2.3-1/src/c/matrixOperations/chol/dchola.c
new file mode 100644
index 00000000..1fe54095
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/dchola.c
@@ -0,0 +1,69 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+#ifndef WITHOUT_LAPACK
+#include "lapack.h"
+#else
+#include "math.h"
+#endif
+
+#include "chol.h"
+#include <stdio.h>
+void dchola(double * in, int size, double *out){
+	/* param in : input matrix (square matrix)
+	   param size : number of rows or columns
+	   param U : output upper triangular matrix
+	*/
+	
+#ifndef WITHOUT_LAPACK
+	int i=0,j=0,info=0;
+	
+	for (i=0;i<size*size;i++) out[i]=in[i];
+	
+	C2F(dpotrf)("U", &size, out, &size, &info);
+
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=0;
+		}
+	}
+	
+#else	
+	/* Do not use Lapack functions*/
+	int i=0, j=0, k=0;
+	double tmp=0, accu=0;
+
+
+	for (i=0;i<size;i++){
+		accu=0;
+		for (j=0;j<i;j++){
+			tmp=in[i*size+j];
+			for (k=0;k<j;k++){
+				tmp-=out[i*size+k]*out[j*size+k];
+			}
+			out[i*size+j]=tmp/out[j*size+j];
+			accu+=out[i*size+j]*out[i*size+j];
+		}
+		out[i*size+i]=sqrt(in[i*size+i]-accu);	
+	}
+
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=0;
+		}
+	}
+
+#endif
+}
diff --git a/2.3-1/src/c/matrixOperations/chol/dchols.c b/2.3-1/src/c/matrixOperations/chol/dchols.c
new file mode 100644
index 00000000..bfdb6469
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/dchols.c
@@ -0,0 +1,22 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+
+#include "chol.h"
+#include "sqrt.h"
+#include "lapack.h"
+#include <stdio.h>
+
+double dchols(double in){
+	return dsqrts(in);	
+}
diff --git a/2.3-1/src/c/matrixOperations/chol/schola.c b/2.3-1/src/c/matrixOperations/chol/schola.c
new file mode 100644
index 00000000..cb394c35
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/schola.c
@@ -0,0 +1,80 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+#include <stdlib.h>
+#ifndef WITHOUT_LAPACK
+#include "lapack.h"
+#else
+#include "sqrt.h"
+#endif
+#include "chol.h"
+
+void schola(float * in, int size, float *out){
+	/* param in : input matrix (square matrix)
+	   param size : number of rows or columns
+	   param U : output upper triangular matrix
+	*/
+	
+#ifndef WITHOUT_LAPACK
+
+	/*We have to use a double, copy of in,
+	  cause dpotrf works only with double, not with float*/
+	double* tmp;
+	int i=0,j=0,info=0;
+	
+	tmp=(double*)malloc((unsigned int)(size*size)*sizeof(double));
+	for (i=0;i<size*size;i++) tmp[i]=(double)in[i];
+	
+	C2F(dpotrf)("U", &size, tmp, &size, &info);
+	
+	for (i=0;i<size*size;i++) out[i]=(float)tmp[i];
+	
+	free(tmp);
+	
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=0;
+		}
+	}
+	
+#else
+	/* Do not use Lapack functions*/
+	int i=0, j=0, k=0;
+	float tmp=0, accu=0;
+	for (i=0;i<size;i++){
+		accu=0;
+		for (j=0;j<i;j++){
+			tmp=in[i*size+j];
+			for (k=0;k<j;k++){
+				tmp-=out[i*size+k]*out[j*size+k];
+			}
+			out[i*size+j]=tmp/out[j*size+j];
+			accu+=out[i*size+j]*out[i*size+j];
+		}
+		out[i*size+i]=ssqrts(in[i*size+i]-accu);	
+	}
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=0;
+		}
+	}
+
+#endif
+	
+}
+
+
+
diff --git a/2.3-1/src/c/matrixOperations/chol/schols.c b/2.3-1/src/c/matrixOperations/chol/schols.c
new file mode 100644
index 00000000..db99e3cd
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/schols.c
@@ -0,0 +1,23 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+
+#include "chol.h"
+#include "sqrt.h"
+
+float schols(float in){
+	return ssqrts(in);
+}
+
+
+
diff --git a/2.3-1/src/c/matrixOperations/chol/testDoubleChol.c b/2.3-1/src/c/matrixOperations/chol/testDoubleChol.c
new file mode 100644
index 00000000..e4725419
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/testDoubleChol.c
@@ -0,0 +1,152 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+ 
+ 
+#include <math.h>
+#include <stdlib.h>
+#include <assert.h>
+#include <stdio.h>
+#include "chol.h"
+
+/* FIXME : assert à 1e-14 pour une valeur d'entrée de 0.003... */
+
+
+static void dcholsTest(void){
+	double in=4;
+	double out;
+		printf("\n >>> DCholS <<<\n");
+	out=dchols(in);
+	assert( (fabs(out-2) / fabs(out)) <1e-16);
+
+}
+
+static void dcholaTest(void){
+	/* in2 non viable car non définie positive, ne fonctionne pas dans Scilab */
+	double in2[49]={0.2113249,0.7560439,0.0002211,0.3303271, 0.6653811,0.6283918,0.8497452 ,\
+    0.6857310,0.8782165,0.0683740,0.5608486,0.6623569,0.7263507,0.1985144 ,\
+    0.5442573,    0.2320748 ,   0.2312237,    0.2164633,    0.8833888,    0.6525135,    0.3076091  ,\
+    0.9329616,    0.2146008 ,   0.312642  ,   0.3616361 ,   0.2922267 ,   0.5664249 ,   0.4826472  ,\
+    0.3321719,    0.5935095,    0.5015342  ,  0.4368588  ,  0.2693125  ,  0.6325745  ,  0.4051954  ,\
+    0.9184708,    0.0437334,    0.4818509   , 0.2639556   , 0.4148104   , 0.2806498   , 0.1280058  ,\
+    0.7783129,    0.2119030,    0.1121355    ,0.6856896    ,0.1531217    ,0.6970851    ,0.8415518 };
+    
+    
+	double in[9]= {0.722725308034569025040,0.8976796260103583335877,0.2427821881137788295746,\
+			0.4337721113115549087524,0.9677053210325539112091,0.5068534435704350471497,\
+			0.523297640960663557053,0.5596947595477104187012,0.5617307000793516635895};
+	double res[9]={0.8501325238070644996213,0,0,\
+			0.5102405791617476982225,0.8410468907315681308390,0,\
+			0.6155483131232661886401,0.2920372626834314977451,0.3123222878611475739064};
+	double out[9]={0}, out2[49]={0};
+	int size=3;
+	int i;
+	
+	printf("\n >>> DCholA <<<\n");
+	dchola(in2,7,out2);
+	for (i=0;i<49;i++)printf("out2[i]= %f\n",out2[i]);
+	dchola(in,size,out);
+	for (i=0;i<9;i++){ 
+		if (out[i]>1e-16)  assert( (fabs(out[i]-res[i]) / fabs(out[i])) <3e-16);
+	}
+}
+
+
+static void zcholsTest(void){
+	doubleComplex in;
+	doubleComplex out;
+	in=DoubleComplex(3,1);
+		printf("\n >>> ZCholS <<<\n");
+	out=zchols(in);
+	printf("result : %f\n",zreals(out));
+
+}
+
+
+
+static void zcholaTest(void){
+
+	{
+		double inR[9]= {9,4,2,4,5,1,2,1,4};
+		double inI[9]= {1,-1,2,-1,-4,1,2,1,4};
+		double resR[9]= {3,0,0,1.333333333333333259319,\
+		1.763834207376393736766,0,0.6666666666666666296592,\
+		0.1889822365046136265487,1.7525491637693282331867};
+		double resI[9]= {0,0,0,- 0.3333333333333333148296,\
+		0,0,0.6666666666666666296592,- 0.0629940788348712366052,0};
+		doubleComplex *in, out[9];
+		int i;
+	
+			printf("\n >>> ZCholA Test1 <<<\n");
+		in=DoubleComplexMatrix(inR,inI,9);
+	
+		zchola(in,3,out);
+		for (i=0;i<9;i++) printf("indice : %d   out : %f+%f *i\n",i,zreals(out[i]),zimags(out[i]));
+		for (i=0;i<9;i++){
+		if (zreals(out[i])>1e-16)
+			assert( (fabs(zreals(out[i])-resR[i]) / fabs(zreals(out[i]))) <3e-16);
+		if (zimags(out[i])>1e-16)	
+			assert( (fabs(zimags(out[i])-resI[i]) / fabs(zimags(out[i]))) <3e-16);
+		}
+		free(in);
+	}
+	
+	
+	{
+		double inR[9]= {1.90865864663256012967,0.9230693052910239337905,1.7121882610664511670251,
+		0.9230693052910239337905,1.6572668858351540244200,0.8330281942607563605563,
+		1.7121882610664511670251,0.8330281942607563605563,1.6029756354175805910245};
+		double inI[9]= {0.0000000000000001301043,- 0.0097963300301950190230,- 0.2359069351837047023857,
+		0.0097963300301950190230,0,- 0.0909413002461877950644,
+		0.2359069351837046468745,0.0909413002461877811866,0.0000000000000000034694};
+		double resR[9]= {1.381542126260564051776 ,0,0,
+		0.6681441613289825776079,1.1003635695246982706408 ,0,
+		1.239331199911254843826,0.0034220321368758992685,0.1941496531533084546339 };
+		double resI[9]= {0,0,0,
+		0.0070908659562273776769,0,0,
+		0.1707562373231691910114,- 0.0130507331536391171789,0};
+		
+		doubleComplex *in, out[9];
+		int i;
+	
+			printf("\n >>> ZCholA Test2 <<<\n");
+		in=DoubleComplexMatrix(inR,inI,9);
+	
+		zchola(in,3,out);
+
+		for (i=0;i<9;i++){
+		if (zreals(out[i])>1e-16)
+			assert( (fabs(zreals(out[i])-resR[i]) / fabs(zreals(out[i]))) <3e-15);
+		if (zimags(out[i])>1e-16)	
+			assert( (fabs(zimags(out[i])-resI[i]) / fabs(zimags(out[i]))) <1e-15);
+		}
+		free(in);
+	}
+	
+	
+	
+}
+
+
+static int cholTest(void){
+	printf("\n >>> Double Chol <<<\n");
+	dcholsTest();
+	dcholaTest();
+	zcholsTest();
+	zcholaTest();	
+	return 0;
+}
+
+
+int main (void){
+	assert(cholTest()==0);
+	return 0;
+}	
diff --git a/2.3-1/src/c/matrixOperations/chol/testFloatChol.c b/2.3-1/src/c/matrixOperations/chol/testFloatChol.c
new file mode 100644
index 00000000..884d0478
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/testFloatChol.c
@@ -0,0 +1,97 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+ 
+ #include <math.h>
+ #include <assert.h>
+ #include <stdio.h>
+ #include "chol.h"
+
+static void scholsTest(void){
+	float in=4;
+	float out;
+		printf("\n >>> SCholS <<<\n");
+	out=schols(in);
+	printf("result : %f\n",out);
+
+}
+
+static void scholaTest(void){
+	float in[9]= {0.722725308034569025040f,0.8976796260103583335877f,0.2427821881137788295746f,\
+0.4337721113115549087524f,0.9677053210325539112091f,0.5068534435704350471497f,\
+0.523297640960663557053f,0.5596947595477104187012f,0.5617307000793516635895f};
+	float res[9]={0.8501325238070644996213f,0.0f,0.0f,\
+0.5102405791617476982225f,0.8410468907315681308390f,0.0f,\
+0.6155483131232661886401f,0.2920372626834314977451f,0.3123222878611475739064f};
+	float out[9];
+	int size=3;
+	int i;
+			printf("\n >>> SCholA <<<\n");
+	schola(in,size,out);
+	for (i=0;i<9;i++){ 
+		if (out[i]>1e-16)  assert( (fabs(out[i]-res[i]) / fabs(out[i])) <1e-6);
+	}
+}
+
+
+static void ccholsTest(void){
+	floatComplex in;
+	floatComplex out;
+	in=FloatComplex(3,1);
+		printf("\n >>> CCholS <<<\n");
+	out=cchols(in);
+	printf("result : %f\n",creals(out));
+
+}
+
+
+
+
+
+
+
+static void ccholaTest(void){
+	float inR[9]= {9.0f,4.0f,2.0f,4.0f,5.0f,1.0f,2.0f,1.0f,4.0f};
+	float inI[9]= {0.0f,-1.0f,2.0f,-1.0f,0.0f,1.0f,2.0f,1.0f,0.0f};
+	float resR[9]= {3.0f,0.0f,0.0f,1.333333333333333259319f,\
+	1.763834207376393736766f,0.0f,0.6666666666666666296592f,\
+	0.1889822365046136265487f,1.7525491637693282331867f};
+	float resI[9]= {0.0f,0.0f,0.0f,- 0.3333333333333333148296f,\
+	0.0f,0.0f,0.6666666666666666296592f,- 0.0629940788348712366052f,0.0f};
+	floatComplex *in, out[9];
+	int i;
+	
+		printf("\n >>> CCholA <<<\n");	
+	in=FloatComplexMatrix(inR,inI,9);
+	
+	cchola(in,3,out);
+	for (i=0;i<9;i++) printf("indice : %d   out : %f+%f *i\n",i,creals(out[i]),cimags(out[i]));
+	for (i=0;i<9;i++){
+	if (creals(out[i])>1e-16)
+			assert( (fabs(creals(out[i])-resR[i]) / fabs(creals(out[i]))) <1e-8);
+	if (cimags(out[i])>1e-16)
+			assert( (fabs(cimags(out[i])-resI[i]) / fabs(cimags(out[i]))) <1e-8);
+	}
+}
+static int cholTest(void){
+	printf("\n >>> Float Chol <<<\n");
+	scholsTest();
+	scholaTest();
+	ccholsTest();
+	ccholaTest();
+	return 0;
+}
+
+
+int main (void){
+	assert(cholTest()==0);
+	return 0;
+}	
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--- /dev/null
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diff --git a/2.3-1/src/c/matrixOperations/chol/test_FloatChol/testFloatChol.vcxproj.filters b/2.3-1/src/c/matrixOperations/chol/test_FloatChol/testFloatChol.vcxproj.filters
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+\ No newline at end of file
diff --git a/2.3-1/src/c/matrixOperations/chol/zchola.c b/2.3-1/src/c/matrixOperations/chol/zchola.c
new file mode 100644
index 00000000..730c2415
--- /dev/null
+++ b/2.3-1/src/c/matrixOperations/chol/zchola.c
@@ -0,0 +1,80 @@
+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+#include <stdlib.h>
+#ifndef WITHOUT_LAPACK
+#include "lapack.h"
+#else
+#include "multiplication.h"
+#include "division.h"
+#include "subtraction.h"
+#include "sqrt.h"
+#endif
+
+#include "chol.h"
+
+void zchola(doubleComplex * in, int size, doubleComplex *out){
+	/* param in : input matrix (square matrix)
+	   param size : number of rows or columns
+	   param out : output upper triangular matrix
+	*/
+	
+#ifndef WITHOUT_LAPACK	
+	int i=0, j=0, info=0;
+	
+	for(i=0;i<size*size;i++)	out[i]=in[i];
+
+	C2F(zpotrf)("U", &size, out, &size, &info);
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=DoubleComplex(0,0);
+		}
+	}
+
+#else
+	/* Do not use Lapack functions*/
+
+	int i=0, j=0, k=0;
+	doubleComplex tmp,transposee;
+	double accu;
+	
+	for (i=0;i<size;i++){
+		accu=0.0f;
+		for (j=0;j<i;j++){
+			tmp=in[i*size+j];
+			for (k=0;k<j;k++){
+				transposee=DoubleComplex(zreals(out[j*size+k]),-zimags(out[j*size+k]));
+				tmp = zdiffs(tmp,zmuls(out[i*size+k],transposee));
+			}
+			out[i*size+j]= zrdivs(tmp,out[j*size+j]);
+			accu += zreals(out[i*size+j])*zreals(out[i*size+j]);
+			accu += zimags(out[i*size+j])*zimags(out[i*size+j]);
+		}
+		tmp = DoubleComplex(zreals(in[i*size+i])-accu,0);
+		out[i*size+i]=zsqrts(tmp);	
+	}
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=DoubleComplex(0,0);
+		}
+	}
+
+
+	
+#endif		
+}
+
+
author	Sandeep Gupta	2017-06-18 23:55:40 +0530
committer	Sandeep Gupta	2017-06-18 23:55:40 +0530
commit	b43eccd4cffed5bd1017c5821524fb6e49202f78 (patch)
tree	4c53d798252cbeae9bcf7dc9604524b20bb10f27 /2.3-1/src/c/matrixOperations/chol
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