| 1 | /* | 
| 2 | * Copyright (c) 2005 The University of Notre Dame. All Rights Reserved. | 
| 3 | * | 
| 4 | * The University of Notre Dame grants you ("Licensee") a | 
| 5 | * non-exclusive, royalty free, license to use, modify and | 
| 6 | * redistribute this software in source and binary code form, provided | 
| 7 | * that the following conditions are met: | 
| 8 | * | 
| 9 | * 1. Redistributions of source code must retain the above copyright | 
| 10 | *    notice, this list of conditions and the following disclaimer. | 
| 11 | * | 
| 12 | * 2. Redistributions in binary form must reproduce the above copyright | 
| 13 | *    notice, this list of conditions and the following disclaimer in the | 
| 14 | *    documentation and/or other materials provided with the | 
| 15 | *    distribution. | 
| 16 | * | 
| 17 | * This software is provided "AS IS," without a warranty of any | 
| 18 | * kind. All express or implied conditions, representations and | 
| 19 | * warranties, including any implied warranty of merchantability, | 
| 20 | * fitness for a particular purpose or non-infringement, are hereby | 
| 21 | * excluded.  The University of Notre Dame and its licensors shall not | 
| 22 | * be liable for any damages suffered by licensee as a result of | 
| 23 | * using, modifying or distributing the software or its | 
| 24 | * derivatives. In no event will the University of Notre Dame or its | 
| 25 | * licensors be liable for any lost revenue, profit or data, or for | 
| 26 | * direct, indirect, special, consequential, incidental or punitive | 
| 27 | * damages, however caused and regardless of the theory of liability, | 
| 28 | * arising out of the use of or inability to use software, even if the | 
| 29 | * University of Notre Dame has been advised of the possibility of | 
| 30 | * such damages. | 
| 31 | * | 
| 32 | * SUPPORT OPEN SCIENCE!  If you use OpenMD or its source code in your | 
| 33 | * research, please cite the appropriate papers when you publish your | 
| 34 | * work.  Good starting points are: | 
| 35 | * | 
| 36 | * [1]  Meineke, et al., J. Comp. Chem. 26, 252-271 (2005). | 
| 37 | * [2]  Fennell & Gezelter, J. Chem. Phys. 124, 234104 (2006). | 
| 38 | * [3]  Sun, Lin & Gezelter, J. Chem. Phys. 128, 24107 (2008). | 
| 39 | * [4]  Kuang & Gezelter,  J. Chem. Phys. 133, 164101 (2010). | 
| 40 | * [5]  Vardeman, Stocker & Gezelter, J. Chem. Theory Comput. 7, 834 (2011). | 
| 41 | */ | 
| 42 |  | 
| 43 | #include "math/Vector.hpp" | 
| 44 |  | 
| 45 | #ifndef MATH_CHOLESKYDECOMPOSITION_HPP | 
| 46 | #define MATH_CHOLESKYDECOMPOSITION_HPP | 
| 47 |  | 
| 48 | using namespace std; | 
| 49 | namespace OpenMD { | 
| 50 |  | 
| 51 | template<class MatrixType> | 
| 52 | void CholeskyDecomposition(MatrixType& A, MatrixType& L) { | 
| 53 |  | 
| 54 | int n = A.getNRow(); | 
| 55 | assert(n == A.getNCol() && n == L.getNRow() && n == L.getNCol()); | 
| 56 |  | 
| 57 | bool isspd(true); | 
| 58 | RealType eps = A.diagonals().abs().max()  * | 
| 59 | (numeric_limits<RealType>::epsilon())/100; | 
| 60 |  | 
| 61 |  | 
| 62 | for(int j = 0; j < n; j++) { | 
| 63 | RealType d(0.0); | 
| 64 | for (int k = 0; k < j; k++) { | 
| 65 | RealType s(0.0); | 
| 66 |  | 
| 67 | for (int i = 0; i < k; i++) { | 
| 68 | s += L(k,i) * L(j,i); | 
| 69 | } | 
| 70 |  | 
| 71 | // if L(k,k) != 0 | 
| 72 | if (std::abs(L(k,k)) > eps) { | 
| 73 | s = (A(j,k) - s) / L(k,k); | 
| 74 | } else { | 
| 75 | s = (A(j,k) -s); | 
| 76 | isspd = false; | 
| 77 | } | 
| 78 | L(j,k) = s; | 
| 79 | d = d + s*s; | 
| 80 |  | 
| 81 | // this is approximately doing: isspd = isspd && ( A(k,j) == A(j,k) ) | 
| 82 | isspd = isspd && (abs(A(k,j) - A(j,k)) < eps ); | 
| 83 | } | 
| 84 | d = A(j,j) - d; | 
| 85 | isspd = isspd && (d > eps); | 
| 86 | L(j,j) = sqrt(d > 0.0 ? d : 0.0); | 
| 87 | for (int k = j+1; k < n; k++)  { | 
| 88 | L(j,k) = 0.0; | 
| 89 | } | 
| 90 | } | 
| 91 | } | 
| 92 | } | 
| 93 |  | 
| 94 | #endif |