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jiri
2010-01-07 16:10:12 +00:00
parent bd843de786
commit 5f5f0343a6
7 changed files with 517 additions and 27 deletions
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44
nonclass.cc
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@@ -949,6 +949,50 @@ return r;
}
//Cholesky interface
extern "C" void FORNAME(dpotrf)(const char *UPLO, const int *N, double *A, const int *LDA, int *INFO);
extern "C" void FORNAME(zpotrf)(const char *UPLO, const int *N, complex<double> *A, const int *LDA, int *INFO);
void cholesky(NRMat<double> &a, bool upper)
{
if(a.nrows()!=a.ncols()) laerror("matrix must be square in Cholesky");
int lda=a.ncols();
int n=a.nrows();
char uplo=upper?'U':'L';
int info;
a.copyonwrite();
FORNAME(dpotrf)(&uplo, &n, a, &lda, &info);
if(info) {std::cerr << "Lapack error "<<info<<std::endl; laerror("error in Cholesky");}
//zero the other triangle and switch to C array order
if(upper)
for(int i=0; i<n; ++i) for(int j=0; j<i; ++j) {a(j,i)=a(i,j); a(i,j)=0.;}
else
for(int i=0; i<n; ++i) for(int j=0; j<i; ++j) {a(i,j)=a(j,i); a(j,i)=0.;}
}
void cholesky(NRMat<complex<double> > &a, bool upper)
{
if(a.nrows()!=a.ncols()) laerror("matrix must be square in Cholesky");
int lda=a.ncols();
int n=a.nrows();
char uplo=upper?'U':'L';
int info;
a.copyonwrite();
a.transposeme();//switch to Fortran order
FORNAME(zpotrf)(&uplo, &n, a, &lda, &info);
if(info) {std::cerr << "Lapack error "<<info<<std::endl; laerror("error in Cholesky");}
//zero the other triangle and switch to C array order
if(upper)
for(int i=0; i<n; ++i) for(int j=0; j<i; ++j) {a(j,i)=a(i,j); a(i,j)=0.;}
else
for(int i=0; i<n; ++i) for(int j=0; j<i; ++j) {a(i,j)=a(j,i); a(j,i)=0.;}
}
#ifdef obsolete
void gendiagonalize(NRMat<double> &a, NRVec<double> &w, NRMat<double> b, int n)