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Diffstat (limited to 'intern/iksolver/intern/TNT/cholesky.h')
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+/**
+ * $Id$
+ * ***** BEGIN GPL/BL DUAL LICENSE BLOCK *****
+ *
+ * This program is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public License
+ * as published by the Free Software Foundation; either version 2
+ * of the License, or (at your option) any later version. The Blender
+ * Foundation also sells licenses for use in proprietary software under
+ * the Blender License. See http://www.blender.org/BL/ for information
+ * about this.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software Foundation,
+ * Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+ *
+ * The Original Code is Copyright (C) 2001-2002 by NaN Holding BV.
+ * All rights reserved.
+ *
+ * The Original Code is: all of this file.
+ *
+ * Contributor(s): none yet.
+ *
+ * ***** END GPL/BL DUAL LICENSE BLOCK *****
+ */
+
+/*
+
+*
+* Template Numerical Toolkit (TNT): Linear Algebra Module
+*
+* Mathematical and Computational Sciences Division
+* National Institute of Technology,
+* Gaithersburg, MD USA
+*
+*
+* This software was developed at the National Institute of Standards and
+* Technology (NIST) by employees of the Federal Government in the course
+* of their official duties. Pursuant to title 17 Section 105 of the
+* United States Code, this software is not subject to copyright protection
+* and is in the public domain. The Template Numerical Toolkit (TNT) is
+* an experimental system. NIST assumes no responsibility whatsoever for
+* its use by other parties, and makes no guarantees, expressed or implied,
+* about its quality, reliability, or any other characteristic.
+*
+* BETA VERSION INCOMPLETE AND SUBJECT TO CHANGE
+* see http://math.nist.gov/tnt for latest updates.
+*
+*/
+
+
+
+#ifndef CHOLESKY_H
+#define CHOLESKY_H
+
+#include <cmath>
+
+// index method
+
+namespace TNT
+{
+
+
+//
+// Only upper part of A is used. Cholesky factor is returned in
+// lower part of L. Returns 0 if successful, 1 otherwise.
+//
+template <class SPDMatrix, class SymmMatrix>
+int Cholesky_upper_factorization(SPDMatrix &A, SymmMatrix &L)
+{
+ Subscript M = A.dim(1);
+ Subscript N = A.dim(2);
+
+ assert(M == N); // make sure A is square
+
+ // readjust size of L, if necessary
+
+ if (M != L.dim(1) || N != L.dim(2))
+ L = SymmMatrix(N,N);
+
+ Subscript i,j,k;
+
+
+ typename SPDMatrix::element_type dot=0;
+
+
+ for (j=1; j<=N; j++) // form column j of L
+ {
+ dot= 0;
+
+ for (i=1; i<j; i++) // for k= 1 TO j-1
+ dot = dot + L(j,i)*L(j,i);
+
+ L(j,j) = A(j,j) - dot;
+
+ for (i=j+1; i<=N; i++)
+ {
+ dot = 0;
+ for (k=1; k<j; k++)
+ dot = dot + L(i,k)*L(j,k);
+ L(i,j) = A(j,i) - dot;
+ }
+
+ if (L(j,j) <= 0.0) return 1;
+
+ L(j,j) = sqrt( L(j,j) );
+
+ for (i=j+1; i<=N; i++)
+ L(i,j) = L(i,j) / L(j,j);
+
+ }
+
+ return 0;
+}
+
+
+
+
+}
+// namespace TNT
+
+#endif
+// CHOLESKY_H