/************************************************************************ * U = mexchol(X) X = U'*U * Computes upper-triangular Cholesky factor U of full symmetric positive * definite matrix X. * * Uses LAPACK routine DPOTRF ************************************************************************/ #include "mex.h" #include /******************************************************************** PROCEDURE mexFunction - Entry for Matlab *********************************************************************/ void mexFunction(const int nlhs, mxArray *plhs[], const int nrhs, const mxArray *prhs[]) { int n; double *x, *info; char *chn; int infotmp=0, j,k,jn; if(nrhs < 1) mexErrMsgTxt("mexchol: requires 1 input arguments."); if(nlhs > 1) mexErrMsgTxt("mexchol: requires 1 output argument."); x = mxGetPr(prhs[0]); if (mxIsSparse(prhs[0])) mexErrMsgTxt("Sparse X not supported by mexchol."); n = mxGetM(prhs[0]); if ( n != mxGetN(prhs[0]) ) mexErrMsgTxt("X should be square."); plhs[0] = mxCreateDoubleMatrix(1,1,mxREAL); info = mxGetPr(plhs[0]); chn = "U"; dpotrf_ (chn, &n, x, &n, &infotmp); info[0] = (double)infotmp; /***** make lower triangular part of x zero *****/ for (j=0; j