updated 3rd party libs: CLapack 3.1.1.1 => 3.2.1, zlib 1.2.3 => 1.2.5, libpng 1.2.x => 1.4.3, libtiff 3.7.x => 3.9.4. fixed many 64-bit related VS2010 warnings
This commit is contained in:
401
3rdparty/lapack/dsytf2.c
vendored
401
3rdparty/lapack/dsytf2.c
vendored
@@ -1,160 +1,191 @@
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/* dsytf2.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
|
||||
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
|
||||
or, if you install libf2c.a in a standard place, with -lf2c -lm
|
||||
-- in that order, at the end of the command line, as in
|
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cc *.o -lf2c -lm
|
||||
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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||||
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Table of constant values */
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static integer c__1 = 1;
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/* Subroutine */ int dsytf2_(char *uplo, integer *n, doublereal *a, integer *
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lda, integer *ipiv, integer *info)
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{
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/* -- LAPACK routine (version 3.1) --
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Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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November 2006
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Purpose
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=======
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DSYTF2 computes the factorization of a real symmetric matrix A using
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the Bunch-Kaufman diagonal pivoting method:
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A = U*D*U' or A = L*D*L'
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where U (or L) is a product of permutation and unit upper (lower)
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triangular matrices, U' is the transpose of U, and D is symmetric and
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block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
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This is the unblocked version of the algorithm, calling Level 2 BLAS.
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Arguments
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=========
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UPLO (input) CHARACTER*1
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Specifies whether the upper or lower triangular part of the
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symmetric matrix A is stored:
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= 'U': Upper triangular
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= 'L': Lower triangular
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N (input) INTEGER
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The order of the matrix A. N >= 0.
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A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
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On entry, the symmetric matrix A. If UPLO = 'U', the leading
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n-by-n upper triangular part of A contains the upper
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triangular part of the matrix A, and the strictly lower
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triangular part of A is not referenced. If UPLO = 'L', the
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leading n-by-n lower triangular part of A contains the lower
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triangular part of the matrix A, and the strictly upper
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triangular part of A is not referenced.
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On exit, the block diagonal matrix D and the multipliers used
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to obtain the factor U or L (see below for further details).
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LDA (input) INTEGER
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The leading dimension of the array A. LDA >= max(1,N).
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IPIV (output) INTEGER array, dimension (N)
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Details of the interchanges and the block structure of D.
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If IPIV(k) > 0, then rows and columns k and IPIV(k) were
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interchanged and D(k,k) is a 1-by-1 diagonal block.
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If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
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columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
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is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
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IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
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interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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INFO (output) INTEGER
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= 0: successful exit
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< 0: if INFO = -k, the k-th argument had an illegal value
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> 0: if INFO = k, D(k,k) is exactly zero. The factorization
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has been completed, but the block diagonal matrix D is
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exactly singular, and division by zero will occur if it
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is used to solve a system of equations.
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Further Details
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===============
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09-29-06 - patch from
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Bobby Cheng, MathWorks
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Replace l.204 and l.372
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IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
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by
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IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
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01-01-96 - Based on modifications by
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J. Lewis, Boeing Computer Services Company
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A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
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1-96 - Based on modifications by J. Lewis, Boeing Computer Services
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Company
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If UPLO = 'U', then A = U*D*U', where
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U = P(n)*U(n)* ... *P(k)U(k)* ...,
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i.e., U is a product of terms P(k)*U(k), where k decreases from n to
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1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
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and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
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defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
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that if the diagonal block D(k) is of order s (s = 1 or 2), then
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( I v 0 ) k-s
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U(k) = ( 0 I 0 ) s
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( 0 0 I ) n-k
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k-s s n-k
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If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
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If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
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and A(k,k), and v overwrites A(1:k-2,k-1:k).
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If UPLO = 'L', then A = L*D*L', where
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L = P(1)*L(1)* ... *P(k)*L(k)* ...,
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i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
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n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
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and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
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defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
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that if the diagonal block D(k) is of order s (s = 1 or 2), then
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( I 0 0 ) k-1
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L(k) = ( 0 I 0 ) s
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( 0 v I ) n-k-s+1
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k-1 s n-k-s+1
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If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
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If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
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and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
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=====================================================================
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Test the input parameters.
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Parameter adjustments */
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/* Table of constant values */
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static integer c__1 = 1;
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/* System generated locals */
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integer a_dim1, a_offset, i__1, i__2;
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doublereal d__1, d__2, d__3;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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static integer i__, j, k;
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static doublereal t, r1, d11, d12, d21, d22;
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static integer kk, kp;
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static doublereal wk, wkm1, wkp1;
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static integer imax, jmax;
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integer i__, j, k;
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doublereal t, r1, d11, d12, d21, d22;
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integer kk, kp;
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doublereal wk, wkm1, wkp1;
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integer imax, jmax;
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extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *);
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static doublereal alpha;
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doublereal alpha;
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
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integer *);
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extern logical lsame_(char *, char *);
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extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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static integer kstep;
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static logical upper;
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static doublereal absakk;
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integer kstep;
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logical upper;
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doublereal absakk;
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extern integer idamax_(integer *, doublereal *, integer *);
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extern logical disnan_(doublereal *);
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extern /* Subroutine */ int xerbla_(char *, integer *);
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static doublereal colmax, rowmax;
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doublereal colmax, rowmax;
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/* -- LAPACK routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DSYTF2 computes the factorization of a real symmetric matrix A using */
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/* the Bunch-Kaufman diagonal pivoting method: */
|
||||
|
||||
/* A = U*D*U' or A = L*D*L' */
|
||||
|
||||
/* where U (or L) is a product of permutation and unit upper (lower) */
|
||||
/* triangular matrices, U' is the transpose of U, and D is symmetric and */
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||||
/* block diagonal with 1-by-1 and 2-by-2 diagonal blocks. */
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||||
|
||||
/* This is the unblocked version of the algorithm, calling Level 2 BLAS. */
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||||
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/* Arguments */
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/* ========= */
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||||
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/* UPLO (input) CHARACTER*1 */
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/* Specifies whether the upper or lower triangular part of the */
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/* symmetric matrix A is stored: */
|
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/* = 'U': Upper triangular */
|
||||
/* = 'L': Lower triangular */
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||||
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||||
/* N (input) INTEGER */
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/* The order of the matrix A. N >= 0. */
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||||
|
||||
/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
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||||
/* On entry, the symmetric matrix A. If UPLO = 'U', the leading */
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||||
/* n-by-n upper triangular part of A contains the upper */
|
||||
/* triangular part of the matrix A, and the strictly lower */
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||||
/* triangular part of A is not referenced. If UPLO = 'L', the */
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||||
/* leading n-by-n lower triangular part of A contains the lower */
|
||||
/* triangular part of the matrix A, and the strictly upper */
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||||
/* triangular part of A is not referenced. */
|
||||
|
||||
/* On exit, the block diagonal matrix D and the multipliers used */
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/* to obtain the factor U or L (see below for further details). */
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||||
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,N). */
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/* IPIV (output) INTEGER array, dimension (N) */
|
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/* Details of the interchanges and the block structure of D. */
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/* If IPIV(k) > 0, then rows and columns k and IPIV(k) were */
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/* interchanged and D(k,k) is a 1-by-1 diagonal block. */
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||||
/* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and */
|
||||
/* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) */
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||||
/* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = */
|
||||
/* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were */
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/* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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||||
/* < 0: if INFO = -k, the k-th argument had an illegal value */
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||||
/* > 0: if INFO = k, D(k,k) is exactly zero. The factorization */
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||||
/* has been completed, but the block diagonal matrix D is */
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||||
/* exactly singular, and division by zero will occur if it */
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||||
/* is used to solve a system of equations. */
|
||||
|
||||
/* Further Details */
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||||
/* =============== */
|
||||
|
||||
/* 09-29-06 - patch from */
|
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/* Bobby Cheng, MathWorks */
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||||
|
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/* Replace l.204 and l.372 */
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/* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN */
|
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/* by */
|
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/* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN */
|
||||
|
||||
/* 01-01-96 - Based on modifications by */
|
||||
/* J. Lewis, Boeing Computer Services Company */
|
||||
/* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA */
|
||||
/* 1-96 - Based on modifications by J. Lewis, Boeing Computer Services */
|
||||
/* Company */
|
||||
|
||||
/* If UPLO = 'U', then A = U*D*U', where */
|
||||
/* U = P(n)*U(n)* ... *P(k)U(k)* ..., */
|
||||
/* i.e., U is a product of terms P(k)*U(k), where k decreases from n to */
|
||||
/* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 */
|
||||
/* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as */
|
||||
/* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such */
|
||||
/* that if the diagonal block D(k) is of order s (s = 1 or 2), then */
|
||||
|
||||
/* ( I v 0 ) k-s */
|
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/* U(k) = ( 0 I 0 ) s */
|
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/* ( 0 0 I ) n-k */
|
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/* k-s s n-k */
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/* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). */
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/* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), */
|
||||
/* and A(k,k), and v overwrites A(1:k-2,k-1:k). */
|
||||
|
||||
/* If UPLO = 'L', then A = L*D*L', where */
|
||||
/* L = P(1)*L(1)* ... *P(k)*L(k)* ..., */
|
||||
/* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to */
|
||||
/* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 */
|
||||
/* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as */
|
||||
/* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such */
|
||||
/* that if the diagonal block D(k) is of order s (s = 1 or 2), then */
|
||||
|
||||
/* ( I 0 0 ) k-1 */
|
||||
/* L(k) = ( 0 I 0 ) s */
|
||||
/* ( 0 v I ) n-k-s+1 */
|
||||
/* k-1 s n-k-s+1 */
|
||||
|
||||
/* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). */
|
||||
/* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), */
|
||||
/* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). */
|
||||
|
||||
/* ===================================================================== */
|
||||
|
||||
/* .. Parameters .. */
|
||||
/* .. */
|
||||
/* .. Local Scalars .. */
|
||||
/* .. */
|
||||
/* .. External Functions .. */
|
||||
/* .. */
|
||||
/* .. External Subroutines .. */
|
||||
/* .. */
|
||||
/* .. Intrinsic Functions .. */
|
||||
/* .. */
|
||||
/* .. Executable Statements .. */
|
||||
|
||||
/* Test the input parameters. */
|
||||
|
||||
/* Parameter adjustments */
|
||||
a_dim1 = *lda;
|
||||
a_offset = 1 + a_dim1;
|
||||
a -= a_offset;
|
||||
@@ -182,10 +213,10 @@
|
||||
|
||||
if (upper) {
|
||||
|
||||
/* Factorize A as U*D*U' using the upper triangle of A
|
||||
/* Factorize A as U*D*U' using the upper triangle of A */
|
||||
|
||||
K is the main loop index, decreasing from N to 1 in steps of
|
||||
1 or 2 */
|
||||
/* K is the main loop index, decreasing from N to 1 in steps of */
|
||||
/* 1 or 2 */
|
||||
|
||||
k = *n;
|
||||
L10:
|
||||
@@ -197,13 +228,13 @@ L10:
|
||||
}
|
||||
kstep = 1;
|
||||
|
||||
/* Determine rows and columns to be interchanged and whether
|
||||
a 1-by-1 or 2-by-2 pivot block will be used */
|
||||
/* Determine rows and columns to be interchanged and whether */
|
||||
/* a 1-by-1 or 2-by-2 pivot block will be used */
|
||||
|
||||
absakk = (d__1 = a[k + k * a_dim1], abs(d__1));
|
||||
|
||||
/* IMAX is the row-index of the largest off-diagonal element in
|
||||
column K, and COLMAX is its absolute value */
|
||||
/* IMAX is the row-index of the largest off-diagonal element in */
|
||||
/* column K, and COLMAX is its absolute value */
|
||||
|
||||
if (k > 1) {
|
||||
i__1 = k - 1;
|
||||
@@ -229,8 +260,8 @@ L10:
|
||||
kp = k;
|
||||
} else {
|
||||
|
||||
/* JMAX is the column-index of the largest off-diagonal
|
||||
element in row IMAX, and ROWMAX is its absolute value */
|
||||
/* JMAX is the column-index of the largest off-diagonal */
|
||||
/* element in row IMAX, and ROWMAX is its absolute value */
|
||||
|
||||
i__1 = k - imax;
|
||||
jmax = imax + idamax_(&i__1, &a[imax + (imax + 1) * a_dim1],
|
||||
@@ -253,14 +284,14 @@ L10:
|
||||
} else if ((d__1 = a[imax + imax * a_dim1], abs(d__1)) >=
|
||||
alpha * rowmax) {
|
||||
|
||||
/* interchange rows and columns K and IMAX, use 1-by-1
|
||||
pivot block */
|
||||
/* interchange rows and columns K and IMAX, use 1-by-1 */
|
||||
/* pivot block */
|
||||
|
||||
kp = imax;
|
||||
} else {
|
||||
|
||||
/* interchange rows and columns K-1 and IMAX, use 2-by-2
|
||||
pivot block */
|
||||
/* interchange rows and columns K-1 and IMAX, use 2-by-2 */
|
||||
/* pivot block */
|
||||
|
||||
kp = imax;
|
||||
kstep = 2;
|
||||
@@ -270,8 +301,8 @@ L10:
|
||||
kk = k - kstep + 1;
|
||||
if (kp != kk) {
|
||||
|
||||
/* Interchange rows and columns KK and KP in the leading
|
||||
submatrix A(1:k,1:k) */
|
||||
/* Interchange rows and columns KK and KP in the leading */
|
||||
/* submatrix A(1:k,1:k) */
|
||||
|
||||
i__1 = kp - 1;
|
||||
dswap_(&i__1, &a[kk * a_dim1 + 1], &c__1, &a[kp * a_dim1 + 1],
|
||||
@@ -293,15 +324,15 @@ L10:
|
||||
|
||||
if (kstep == 1) {
|
||||
|
||||
/* 1-by-1 pivot block D(k): column k now holds
|
||||
/* 1-by-1 pivot block D(k): column k now holds */
|
||||
|
||||
W(k) = U(k)*D(k)
|
||||
/* W(k) = U(k)*D(k) */
|
||||
|
||||
where U(k) is the k-th column of U
|
||||
/* where U(k) is the k-th column of U */
|
||||
|
||||
Perform a rank-1 update of A(1:k-1,1:k-1) as
|
||||
/* Perform a rank-1 update of A(1:k-1,1:k-1) as */
|
||||
|
||||
A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' */
|
||||
/* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' */
|
||||
|
||||
r1 = 1. / a[k + k * a_dim1];
|
||||
i__1 = k - 1;
|
||||
@@ -315,17 +346,17 @@ L10:
|
||||
dscal_(&i__1, &r1, &a[k * a_dim1 + 1], &c__1);
|
||||
} else {
|
||||
|
||||
/* 2-by-2 pivot block D(k): columns k and k-1 now hold
|
||||
/* 2-by-2 pivot block D(k): columns k and k-1 now hold */
|
||||
|
||||
( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
|
||||
/* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k) */
|
||||
|
||||
where U(k) and U(k-1) are the k-th and (k-1)-th columns
|
||||
of U
|
||||
/* where U(k) and U(k-1) are the k-th and (k-1)-th columns */
|
||||
/* of U */
|
||||
|
||||
Perform a rank-2 update of A(1:k-2,1:k-2) as
|
||||
/* Perform a rank-2 update of A(1:k-2,1:k-2) as */
|
||||
|
||||
A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'
|
||||
= A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' */
|
||||
/* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )' */
|
||||
/* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' */
|
||||
|
||||
if (k > 2) {
|
||||
|
||||
@@ -372,10 +403,10 @@ L10:
|
||||
|
||||
} else {
|
||||
|
||||
/* Factorize A as L*D*L' using the lower triangle of A
|
||||
/* Factorize A as L*D*L' using the lower triangle of A */
|
||||
|
||||
K is the main loop index, increasing from 1 to N in steps of
|
||||
1 or 2 */
|
||||
/* K is the main loop index, increasing from 1 to N in steps of */
|
||||
/* 1 or 2 */
|
||||
|
||||
k = 1;
|
||||
L40:
|
||||
@@ -387,13 +418,13 @@ L40:
|
||||
}
|
||||
kstep = 1;
|
||||
|
||||
/* Determine rows and columns to be interchanged and whether
|
||||
a 1-by-1 or 2-by-2 pivot block will be used */
|
||||
/* Determine rows and columns to be interchanged and whether */
|
||||
/* a 1-by-1 or 2-by-2 pivot block will be used */
|
||||
|
||||
absakk = (d__1 = a[k + k * a_dim1], abs(d__1));
|
||||
|
||||
/* IMAX is the row-index of the largest off-diagonal element in
|
||||
column K, and COLMAX is its absolute value */
|
||||
/* IMAX is the row-index of the largest off-diagonal element in */
|
||||
/* column K, and COLMAX is its absolute value */
|
||||
|
||||
if (k < *n) {
|
||||
i__1 = *n - k;
|
||||
@@ -419,8 +450,8 @@ L40:
|
||||
kp = k;
|
||||
} else {
|
||||
|
||||
/* JMAX is the column-index of the largest off-diagonal
|
||||
element in row IMAX, and ROWMAX is its absolute value */
|
||||
/* JMAX is the column-index of the largest off-diagonal */
|
||||
/* element in row IMAX, and ROWMAX is its absolute value */
|
||||
|
||||
i__1 = imax - k;
|
||||
jmax = k - 1 + idamax_(&i__1, &a[imax + k * a_dim1], lda);
|
||||
@@ -443,14 +474,14 @@ L40:
|
||||
} else if ((d__1 = a[imax + imax * a_dim1], abs(d__1)) >=
|
||||
alpha * rowmax) {
|
||||
|
||||
/* interchange rows and columns K and IMAX, use 1-by-1
|
||||
pivot block */
|
||||
/* interchange rows and columns K and IMAX, use 1-by-1 */
|
||||
/* pivot block */
|
||||
|
||||
kp = imax;
|
||||
} else {
|
||||
|
||||
/* interchange rows and columns K+1 and IMAX, use 2-by-2
|
||||
pivot block */
|
||||
/* interchange rows and columns K+1 and IMAX, use 2-by-2 */
|
||||
/* pivot block */
|
||||
|
||||
kp = imax;
|
||||
kstep = 2;
|
||||
@@ -460,8 +491,8 @@ L40:
|
||||
kk = k + kstep - 1;
|
||||
if (kp != kk) {
|
||||
|
||||
/* Interchange rows and columns KK and KP in the trailing
|
||||
submatrix A(k:n,k:n) */
|
||||
/* Interchange rows and columns KK and KP in the trailing */
|
||||
/* submatrix A(k:n,k:n) */
|
||||
|
||||
if (kp < *n) {
|
||||
i__1 = *n - kp;
|
||||
@@ -485,17 +516,17 @@ L40:
|
||||
|
||||
if (kstep == 1) {
|
||||
|
||||
/* 1-by-1 pivot block D(k): column k now holds
|
||||
/* 1-by-1 pivot block D(k): column k now holds */
|
||||
|
||||
W(k) = L(k)*D(k)
|
||||
/* W(k) = L(k)*D(k) */
|
||||
|
||||
where L(k) is the k-th column of L */
|
||||
/* where L(k) is the k-th column of L */
|
||||
|
||||
if (k < *n) {
|
||||
|
||||
/* Perform a rank-1 update of A(k+1:n,k+1:n) as
|
||||
/* Perform a rank-1 update of A(k+1:n,k+1:n) as */
|
||||
|
||||
A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' */
|
||||
/* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' */
|
||||
|
||||
d11 = 1. / a[k + k * a_dim1];
|
||||
i__1 = *n - k;
|
||||
@@ -514,12 +545,12 @@ L40:
|
||||
|
||||
if (k < *n - 1) {
|
||||
|
||||
/* Perform a rank-2 update of A(k+2:n,k+2:n) as
|
||||
/* Perform a rank-2 update of A(k+2:n,k+2:n) as */
|
||||
|
||||
A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))'
|
||||
/* A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))' */
|
||||
|
||||
where L(k) and L(k+1) are the k-th and (k+1)-th
|
||||
columns of L */
|
||||
/* where L(k) and L(k+1) are the k-th and (k+1)-th */
|
||||
/* columns of L */
|
||||
|
||||
d21 = a[k + 1 + k * a_dim1];
|
||||
d11 = a[k + 1 + (k + 1) * a_dim1] / d21;
|
||||
|
Reference in New Issue
Block a user