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author | Siddhesh Wani | 2015-05-25 14:46:31 +0530 |
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committer | Siddhesh Wani | 2015-05-25 14:46:31 +0530 |
commit | db464f35f5a10b58d9ed1085e0b462689adee583 (patch) | |
tree | de5cdbc71a54765d9fec33414630ae2c8904c9b8 /src/c/matrixOperations/chol/schola.c | |
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Original Version
Diffstat (limited to 'src/c/matrixOperations/chol/schola.c')
-rw-r--r-- | src/c/matrixOperations/chol/schola.c | 80 |
1 files changed, 80 insertions, 0 deletions
diff --git a/src/c/matrixOperations/chol/schola.c b/src/c/matrixOperations/chol/schola.c new file mode 100644 index 0000000..cb394c3 --- /dev/null +++ b/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 + +} + + + |