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/*
* 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
}
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