From db464f35f5a10b58d9ed1085e0b462689adee583 Mon Sep 17 00:00:00 2001
From: Siddhesh Wani
Date: Mon, 25 May 2015 14:46:31 +0530
Subject: Original Version

---
 src/c/matrixOperations/chol/cchola.c | 91 ++++++++++++++++++++++++++++++++++++
 1 file changed, 91 insertions(+)
 create mode 100644 src/c/matrixOperations/chol/cchola.c

(limited to 'src/c/matrixOperations/chol/cchola.c')

diff --git a/src/c/matrixOperations/chol/cchola.c b/src/c/matrixOperations/chol/cchola.c
new file mode 100644
index 0000000..4b657e6
--- /dev/null
+++ b/src/c/matrixOperations/chol/cchola.c
@@ -0,0 +1,91 @@
+/*
+ *  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 cchola(floatComplex * in, int size, floatComplex *out){
+	/* param in : input matrix (square matrix)
+	   param size : number of rows or columns
+	   param out : output upper triangular matrix
+	   */
+	
+	/* 
+	   We compute U as A=Ut*U
+	   */
+	   
+	   
+#ifndef WITHOUT_LAPACK	
+
+	/*We have to use a double, copy of in,
+	  cause dpotrf works only with double, not with float*/
+	doubleComplex* tmp;
+	int i=0, j=0, info=0;
+	
+	tmp=(doubleComplex*)malloc((unsigned int)(size*size)*sizeof(doubleComplex));
+	for(i=0;i<size*size;i++) tmp[i]=DoubleComplex((double)creals(in[i]),(double)cimags(in[i]));
+	
+	zpotrf_("U", &size, tmp, &size, &info);
+
+	for(i=0;i<size*size;i++) out[i]=FloatComplex((float)zreals(tmp[i]),(float)zimags(tmp[i]));
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=FloatComplex(0,0);
+		}
+	}
+	free(tmp);
+#else
+	/* Do not use Lapack functions*/
+
+	int i=0, j=0, k=0;
+	floatComplex tmp,transposee;
+	float 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=FloatComplex(creals(out[j*size+k]),-cimags(out[j*size+k]));
+				tmp = cdiffs(tmp,cmuls(out[i*size+k],transposee));
+			}
+			out[i*size+j]= crdivs(tmp,out[j*size+j]);
+			accu += creals(out[i*size+j])*creals(out[i*size+j]);
+			accu += cimags(out[i*size+j])*cimags(out[i*size+j]);
+		}
+		tmp = FloatComplex(creals(in[i*size+i])-accu,0);
+		out[i*size+i]=csqrts(tmp);	
+	}
+	
+	/*Zeros in the lower triangular part*/
+	for (i=0;i<size;i++){
+		for (j=i+1;j<size;j++){
+			out[j+i*size]=FloatComplex(0,0);
+		}
+	}
+
+#endif	
+}
+
+
-- 
cgit