fn_chol.hpp

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00001 // Copyright (C) 2009 NICTA
00002 // 
00003 // Authors:
00004 // - Conrad Sanderson (conradsand at ieee dot org)
00005 // 
00006 // This file is part of the Armadillo C++ library.
00007 // It is provided without any warranty of fitness
00008 // for any purpose. You can redistribute this file
00009 // and/or modify it under the terms of the GNU
00010 // Lesser General Public License (LGPL) as published
00011 // by the Free Software Foundation, either version 3
00012 // of the License or (at your option) any later version.
00013 // (see http://www.opensource.org/licenses for more info)
00014 
00015 
00016 //! \addtogroup fn_chol
00017 //! @{
00018 
00019 
00020 
00021 template<typename T1>
00022 inline
00023 bool
00024 chol(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type,T1>& X)
00025   {
00026   arma_extra_debug_sigprint();
00027   
00028   typedef typename T1::elem_type eT;
00029   
00030   const unwrap_check<T1> tmp(X.get_ref(), out);
00031   const Mat<eT>&     A = tmp.M;
00032   
00033   arma_debug_check( (A.is_square() == false), "chol(): given matrix is not square");
00034   
00035   return auxlib::chol(out, A);
00036   }
00037 
00038 
00039 
00040 template<typename T1>
00041 inline
00042 Mat<typename T1::elem_type>
00043 chol(const Base<typename T1::elem_type,T1>& X)
00044   {
00045   arma_extra_debug_sigprint();
00046   
00047   typedef typename T1::elem_type eT;
00048   
00049   Mat<eT> out;
00050   
00051   const bool ok = chol(out, X);
00052   
00053   if(ok == false)
00054     {
00055     arma_print("chol(): matrix factorisation failed");
00056     }
00057   
00058   return out;
00059   }
00060 
00061 
00062 
00063 //! @}