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authorSandeep Gupta2017-06-18 23:55:40 +0530
committerSandeep Gupta2017-06-18 23:55:40 +0530
commit277d1edfa17bf3719d90ddbac8e31f6181e952c3 (patch)
tree0661f1f52af0a0fd654edd4984c30e57037303c6 /src/c/matrixOperations/chol/dchola.c
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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
+}