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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
*
*/
#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
}
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