diff options
Diffstat (limited to '2.3-1/src/c/matrixOperations/chol/zchola.c')
-rw-r--r-- | 2.3-1/src/c/matrixOperations/chol/zchola.c | 80 |
1 files changed, 80 insertions, 0 deletions
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 +} + + |