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Feel++ 0.91.0
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cholesky decomposition More...
#include <cassert>#include <boost/numeric/ublas/vector.hpp>#include <boost/numeric/ublas/vector_proxy.hpp>#include <boost/numeric/ublas/matrix.hpp>#include <boost/numeric/ublas/matrix_proxy.hpp>Functions | |
| template<class MATRIX , class TRIA > | |
| size_t | cholesky_decompose (const MATRIX &A, TRIA &L) |
| decompose the symmetric positive definit matrix A into product L L^T. | |
cholesky decomposition
-*- c++ -*-
| size_t cholesky_decompose | ( | const MATRIX & | A, |
| TRIA & | L | ||
| ) |
decompose the symmetric positive definit matrix A into product L L^T.
template parameter MATRIX provides the type of input matrix template parameter TRIA provides the type of lower triangular output matrix
| A | square symmetric positive definite input matrix (only the lower triangle is accessed) |
| L | lower triangular output matrix |
1.7.4