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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
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treebdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/surfit/sfchomat.x
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+# Copyright(c) 1986 Association of Universities for Research in Astronomy Inc.
+
+include <math/surfit.h>
+include "surfitdef.h"
+include <mach.h>
+
+# SFCHOFAC -- Routine to calculate the Cholesky factorization of a
+# symmetric, positive semi-definite banded matrix. This routines was
+# adapted from the bchfac.f routine described in "A Practical Guide
+# to Splines", Carl de Boor (1978).
+
+procedure sfchofac (matrix, nbands, nrows, matfac, ier)
+
+VAR_TYPE matrix[nbands, nrows] # data matrix
+int nbands # number of bands
+int nrows # number of rows
+VAR_TYPE matfac[nbands, nrows] # Cholesky factorization
+int ier # error code
+
+int i, n, j, imax, jmax
+VAR_TYPE ratio
+
+begin
+ if (nrows == 1) {
+ if (matrix[1,1] > 0.)
+ matfac[1,1] = 1. / matrix[1,1]
+ return
+ }
+
+ # copy matrix into matfac
+ do n = 1, nrows {
+ do j = 1, nbands
+ matfac[j,n] = matrix[j,n]
+ }
+
+ do n = 1, nrows {
+ # test to see if matrix is singular
+ if (((matfac[1,n] + matrix[1,n]) - matrix[1,n]) <= DELTA) {
+ do j = 1, nbands
+ matfac[j,n] = 0.
+ ier = SINGULAR
+ next
+ }
+
+ matfac[1,n] = 1. / matfac[1,n]
+ imax = min (nbands - 1, nrows - n)
+ if (imax < 1)
+ next
+
+ jmax = imax
+ do i = 1, imax {
+ ratio = matfac[i+1,n] * matfac[1,n]
+ do j = 1, jmax
+ matfac[j,n+i] = matfac[j,n+i] - matfac[j+i,n] * ratio
+ jmax = jmax - 1
+ matfac[i+1,n] = ratio
+ }
+ }
+end
+
+
+# SFCHOSLV -- Solve the matrix whose Cholesky factorization was calculated in
+# SFCHOFAC for the coefficients. This routine was adapted from bchslv.f
+# described in "A Practical Guide to Splines", by Carl de Boor (1978).
+
+procedure sfchoslv (matfac, nbands, nrows, vector, coeff)
+
+VAR_TYPE matfac[nbands,nrows] # Cholesky factorization
+int nbands # number of bands
+int nrows # number of rows
+VAR_TYPE vector[nrows] # right side of matrix equation
+VAR_TYPE coeff[nrows] # coefficients
+
+int i, n, j, jmax, nbndm1
+
+begin
+ if (nrows == 1) {
+ coeff[1] = vector[1] * matfac[1,1]
+ return
+ }
+
+ # copy vector to coefficients
+ do i = 1, nrows
+ coeff[i] = vector[i]
+
+ # forward substitution
+ nbndm1 = nbands - 1
+ do n = 1, nrows {
+ jmax = min (nbndm1, nrows - n)
+ if (jmax >= 1) {
+ do j = 1, jmax
+ coeff[j+n] = coeff[j+n] - matfac[j+1,n] * coeff[n]
+ }
+ }
+
+ # back substitution
+ for (n = nrows; n >= 1; n = n - 1) {
+ coeff[n] = coeff[n] * matfac[1,n]
+ jmax = min (nbndm1, nrows - n)
+ if (jmax >= 1) {
+ do j = 1, jmax
+ coeff[n] = coeff[n] - matfac[j+1,n] * coeff[j+n]
+ }
+ }
+end