cholesky.h File Reference

Definitions of Cholesky factorisation functions. More...

#include <vector.h>
#include <matrix.h>

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Namespaces
namespace	SPUC
Functions
bool	SPUC::chol (const mat &X, mat &F)
	Cholesky factorisation of real symmetric and positive definite matrix.
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

Definitions of Cholesky factorisation functions.

Author:

Tony Ottosson

1.8

2002/10/13 19:26:17

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