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/*
Copyright (C) 2014 Abhinav Baid
This file is part of FLINT.
FLINT is free software: you can redistribute it and/or modify it under
the terms of the GNU Lesser General Public License (LGPL) as published
by the Free Software Foundation; either version 3 of the License, or
(at your option) any later version. See <https://www.gnu.org/licenses/>.
*/
#include <math.h>
#include "d_mat.h"
#include "fmpz.h"
#include "fmpz_mat.h"
void
fmpz_mat_chol_d(d_mat_t R, const fmpz_mat_t A)
{
slong i, k, j, r = A->r;
if (A->r != A->c || R->r != A->r || R->c != A->c)
{
flint_throw(FLINT_ERROR, "(fmpz_mat_chol_d): Incompatible dimensions.\n");
}
if (A->r == 0)
{
return;
}
for (i = 0; i < r; i++)
{
for (j = 0; j < i + 1; j++)
{
double s = 0;
for (k = 0; k < j; k++)
{
s += d_mat_entry(R, i, k) * d_mat_entry(R, j, k);
}
if (i == j)
d_mat_entry(R, i, j) =
sqrt(fmpz_get_d(fmpz_mat_entry(A, i, i)) - s);
else
d_mat_entry(R, i, j) =
(fmpz_get_d(fmpz_mat_entry(A, i, j)) - s) / d_mat_entry(R,
j,
j);
}
}
}