-
Notifications
You must be signed in to change notification settings - Fork 0
/
prodLDL.c
65 lines (64 loc) · 1.69 KB
/
prodLDL.c
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
#include <time.h>
#include <stdlib.h>
void prodLDL(double *D, double *V, double *w, int m, int n, double *u, double *run_time)
{
int i, j, k;
struct timespec t_start, t_end;
double *P=(double*)aligned_alloc(64, n*m*sizeof(double));
double *Beta=(double*)aligned_alloc(64,n*m*sizeof(double));
double *lambda=(double*)aligned_alloc(64,n*sizeof(double));
double sigma;
double kappa;
clock_gettime(CLOCK_MONOTONIC, &t_start);
for(i=0;i<n;i++)
{
lambda[i] = D[i*n+i];
u[i] = w[i];
}
// start product-form LDL factorization
for(i=0;i<m;i++)
{
for(j=0;j<n;j++)
P[i*n+j] = V[i*n+j];
for(j=0;j<i;j++)
{
sigma = 0;
for(k=0;k<n;k++)
{
P[i*n+k] -= P[j*n+k]*sigma;
sigma += P[i*n+k]*Beta[j*n+k];
}
}
kappa = 1.0;
for(j=0;j<n;j++)
{
lambda[j] = lambda[j] + P[i*n+j]*kappa*P[i*n+j];
Beta[i*n+j] = kappa*P[i*n+j]/lambda[j];
kappa = kappa - lambda[j]*Beta[i*n+j]*Beta[i*n+j];
}
}
// start substitution
for(i=0;i<m;i++)
{
sigma = 0;
for(j=0;j<n;j++)
{
u[j] -= P[i*n+j] * sigma;
sigma += u[j]*Beta[i*n+j];
}
}
for(i=0;i<n;i++)
u[i] /= lambda[i];
for(i=m-1;i>=0;i--)
{
sigma = 0;
for(j=n-1;j>=0;j--)
{
u[j] -= Beta[i*n+j]*sigma;
sigma += u[j]*P[i*n+j];
}
}
clock_gettime(CLOCK_MONOTONIC, &t_end);
*run_time = (t_end.tv_sec - t_start.tv_sec) + (t_end.tv_nsec-t_start.tv_nsec)/1.0e9;
free(P); free(Beta); free(lambda);
}