1 files changed, 69 insertions, 0 deletions
diff --git a/src/c/matrixOperations/chol/dchola.c b/src/c/matrixOperations/chol/dchola.c
new file mode 100644
index 0000000..1fe5409
--- /dev/null
+++ b/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
+}