cholesky.cpp File Reference

Implementation of Cholesky factorisation functions. More...

#include <algorithm>
#include <cassert>
#include "spucconfig.h"
#include "cholesky.h"
#include "lapack.h"

Include dependency graph for cholesky.cpp:

Namespaces
namespace	SPUC
Functions
bool	SPUC::chol (const mat &X, mat &F)
	Cholesky factorisation of real symmetric and positive definite matrix.
bool	SPUC::chol (const cmat &X, cmat &F)
cmat	SPUC::chol (const cmat &X)
mat	SPUC::chol (const mat &X)
	Cholesky factorisation of real symmetric and positive definite matrix.
bool	SPUC::chol (const mat &X, int p, mat &F)
	Cholesky factorisation of an n by n band-matrix X. Bandwidth p.
mat	SPUC::chol (const mat &X, int p)
	Cholesky factorisation of a band matrix.

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Detailed Description

Implementation of Cholesky factorisation functions.

Author:

Tony Ottosson

1.6

2002/10/02 15:37:18

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