/* * 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 }