Feel++  0.91.4
Functions
cholesky.hpp File Reference

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. More...
 

Detailed Description

cholesky decomposition

-*- c++ -*-

Function Documentation

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.

template parameter MATRIX provides the type of input matrix template parameter TRIA provides the type of lower triangular output matrix

Parameters
Asquare symmetric positive definite input matrix (only the lower triangle is accessed)
Llower triangular output matrix
Returns
nonzero if decompositon fails (the value ist 1 + the numer of the failing row)