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//Translated by Jose Antonio De Santiago-Castillo.
//E-mail:JAntonioDeSantiago@gmail.com
//Website: www.DotNumerics.com
//
//Fortran to C# Translation.
//Translated by:
//F2CSharp Version 0.72 (Dicember 7, 2009)
//Code Optimizations: , assignment operator, for-loop: array indexes
//
#endregion
using System;
using DotNumerics.FortranLibrary;
namespace DotNumerics.Optimization.LBFGSB
{
public class FORMT
{
#region Dependencies
DPOFA _dpofa;
#endregion
#region Variables
const double ZERO = 0.0E0;
#endregion
public FORMT(DPOFA dpofa)
{
#region Set Dependencies
this._dpofa = dpofa;
#endregion
}
public FORMT()
{
#region Dependencies (Initialization)
DDOT ddot = new DDOT();
DPOFA dpofa = new DPOFA(ddot);
#endregion
#region Set Dependencies
this._dpofa = dpofa;
#endregion
}
public void Run(int M, ref double[] WT, int offset_wt, double[] SY, int offset_sy, double[] SS, int offset_ss, int COL, double THETA
, ref int INFO)
{
#region Variables
int I = 0; int J = 0; int K = 0; int K1 = 0; double DDUM = 0;
#endregion
#region Array Index Correction
int o_wt = -1 - M + offset_wt; int o_sy = -1 - M + offset_sy; int o_ss = -1 - M + offset_ss;
#endregion
#region Prolog
// c ************
// c
// c Subroutine formt
// c
// c This subroutine forms the upper half of the pos. def. and symm.
// c T = theta*SS + L*D^(-1)*L', stores T in the upper triangle
// c of the array wt, and performs the Cholesky factorization of T
// c to produce J*J', with J' stored in the upper triangle of wt.
// c
// c Subprograms called:
// c
// c Linpack ... dpofa.
// c
// c
// c * * *
// c
// c NEOS, November 1994. (Latest revision June 1996.)
// c Optimization Technology Center.
// c Argonne National Laboratory and Northwestern University.
// c Written by
// c Ciyou Zhu
// c in collaboration with R.H. Byrd, P. Lu-Chen and J. Nocedal.
// c
// c
// c ************
// c Form the upper half of T = theta*SS + L*D^(-1)*L',
// c store T in the upper triangle of the array wt.
#endregion
#region Body
for (J = 1; J <= COL; J++)
{
WT[1+J * M + o_wt] = THETA * SS[1+J * M + o_ss];
}
for (I = 2; I <= COL; I++)
{
for (J = I; J <= COL; J++)
{
K1 = Math.Min(I, J) - 1;
DDUM = ZERO;
for (K = 1; K <= K1; K++)
{
DDUM += SY[I+K * M + o_sy] * SY[J+K * M + o_sy] / SY[K+K * M + o_sy];
}
WT[I+J * M + o_wt] = DDUM + THETA * SS[I+J * M + o_ss];
}
}
// c Cholesky factorize T to J*J' with
// c J' stored in the upper triangle of wt.
this._dpofa.Run(ref WT, offset_wt, M, COL, ref INFO);
if (INFO != 0)
{
INFO = - 3;
}
return;
#endregion
}
}
// c======================= The end of formt ==============================
}
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