00001 /*---------------------------------------------------------------------------* 00002 * IT++ * 00003 *---------------------------------------------------------------------------* 00004 * Copyright (c) 1995-2002 by Tony Ottosson, Thomas Eriksson, Pål Frenger, * 00005 * Tobias Ringström, and Jonas Samuelsson. * 00006 * * 00007 * Permission to use, copy, modify, and distribute this software and its * 00008 * documentation under the terms of the GNU General Public License is hereby * 00009 * granted. No representations are made about the suitability of this * 00010 * software for any purpose. It is provided "as is" without expressed or * 00011 * implied warranty. See the GNU General Public License for more details. * 00012 *---------------------------------------------------------------------------*/ 00016 // SPUC - Signal processing using C++ - A DSP library 00017 00028 #ifndef __cholesky_h 00029 #define __cholesky_h 00030 00031 #include <vector.h> 00032 #include <matrix.h> 00033 namespace SPUC { 00036 00037 00050 bool chol(const mat &X, mat &F); 00051 00062 mat chol(const mat &X); 00063 00064 00065 #ifdef HAVE_LAPACK 00066 00083 bool chol(const cmat &X, cmat &F); 00084 00095 cmat chol(const cmat &X); 00096 00097 #endif 00098 00099 00112 bool chol(const mat &X, int p, mat &F); 00113 00126 mat chol(const mat &X, int p); 00128 } 00129 #endif // __cholesky_h
1.4.4