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Cholesky Factorisation of Fixed Size Matrix
[Fixed Size MatricesFixed Size Matrices and Vectors]


Functions

Gan_SquMatrix22gan_symmat22_cholesky (Gan_SquMatrix22 *A, Gan_SquMatrix22 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 2x2 matrix.

Gan_SquMatrix22 gan_symmat22_cholesky_s (Gan_SquMatrix22 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix22gan_symmat22_cholesky_q (Gan_SquMatrix22 *A, Gan_SquMatrix22 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix22gan_symmat22_cholesky_i (Gan_SquMatrix22 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix22_fgan_symmat22f_cholesky (Gan_SquMatrix22_f *A, Gan_SquMatrix22_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 2x2 matrix.

Gan_SquMatrix22_f gan_symmat22f_cholesky_s (Gan_SquMatrix22_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix22_fgan_symmat22f_cholesky_q (Gan_SquMatrix22_f *A, Gan_SquMatrix22_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix22_fgan_symmat22f_cholesky_i (Gan_SquMatrix22_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33gan_symmat33_cholesky (Gan_SquMatrix33 *A, Gan_SquMatrix33 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 3x3 matrix.

Gan_SquMatrix33 gan_symmat33_cholesky_s (Gan_SquMatrix33 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33gan_symmat33_cholesky_q (Gan_SquMatrix33 *A, Gan_SquMatrix33 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33gan_symmat33_cholesky_i (Gan_SquMatrix33 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33_fgan_symmat33f_cholesky (Gan_SquMatrix33_f *A, Gan_SquMatrix33_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 3x3 matrix.

Gan_SquMatrix33_f gan_symmat33f_cholesky_s (Gan_SquMatrix33_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33_fgan_symmat33f_cholesky_q (Gan_SquMatrix33_f *A, Gan_SquMatrix33_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix33_fgan_symmat33f_cholesky_i (Gan_SquMatrix33_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44gan_symmat44_cholesky (Gan_SquMatrix44 *A, Gan_SquMatrix44 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 4x4 matrix.

Gan_SquMatrix44 gan_symmat44_cholesky_s (Gan_SquMatrix44 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44gan_symmat44_cholesky_q (Gan_SquMatrix44 *A, Gan_SquMatrix44 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44gan_symmat44_cholesky_i (Gan_SquMatrix44 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44_fgan_symmat44f_cholesky (Gan_SquMatrix44_f *A, Gan_SquMatrix44_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 4x4 matrix.

Gan_SquMatrix44_f gan_symmat44f_cholesky_s (Gan_SquMatrix44_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44_fgan_symmat44f_cholesky_q (Gan_SquMatrix44_f *A, Gan_SquMatrix44_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Gan_SquMatrix44_fgan_symmat44f_cholesky_i (Gan_SquMatrix44_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.


Function Documentation

Gan_SquMatrix22* gan_symmat22_cholesky Gan_SquMatrix22   A,
Gan_SquMatrix22   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 2x2 matrix.

Compute Cholesky factorisation of symmetric 2x2 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix22* gan_symmat22_cholesky_i Gan_SquMatrix22   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix22* gan_symmat22_cholesky_q Gan_SquMatrix22   A,
Gan_SquMatrix22   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix22 gan_symmat22_cholesky_s Gan_SquMatrix22   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.

Gan_SquMatrix22_f* gan_symmat22f_cholesky Gan_SquMatrix22_f   A,
Gan_SquMatrix22_f   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 2x2 matrix.

Compute Cholesky factorisation of symmetric 2x2 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix22_f* gan_symmat22f_cholesky_i Gan_SquMatrix22_f   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix22_f* gan_symmat22f_cholesky_q Gan_SquMatrix22_f   A,
Gan_SquMatrix22_f   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix22_f gan_symmat22f_cholesky_s Gan_SquMatrix22_f   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.

Gan_SquMatrix33* gan_symmat33_cholesky Gan_SquMatrix33   A,
Gan_SquMatrix33   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 3x3 matrix.

Compute Cholesky factorisation of symmetric 3x3 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix33* gan_symmat33_cholesky_i Gan_SquMatrix33   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix33* gan_symmat33_cholesky_q Gan_SquMatrix33   A,
Gan_SquMatrix33   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix33 gan_symmat33_cholesky_s Gan_SquMatrix33   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.

Gan_SquMatrix33_f* gan_symmat33f_cholesky Gan_SquMatrix33_f   A,
Gan_SquMatrix33_f   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 3x3 matrix.

Compute Cholesky factorisation of symmetric 3x3 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix33_f* gan_symmat33f_cholesky_i Gan_SquMatrix33_f   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix33_f* gan_symmat33f_cholesky_q Gan_SquMatrix33_f   A,
Gan_SquMatrix33_f   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix33_f gan_symmat33f_cholesky_s Gan_SquMatrix33_f   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.

Gan_SquMatrix44* gan_symmat44_cholesky Gan_SquMatrix44   A,
Gan_SquMatrix44   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 4x4 matrix.

Compute Cholesky factorisation of symmetric 4x4 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix44* gan_symmat44_cholesky_i Gan_SquMatrix44   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix44* gan_symmat44_cholesky_q Gan_SquMatrix44   A,
Gan_SquMatrix44   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix44 gan_symmat44_cholesky_s Gan_SquMatrix44   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.

Gan_SquMatrix44_f* gan_symmat44f_cholesky Gan_SquMatrix44_f   A,
Gan_SquMatrix44_f   B,
int *    error_code
 

Compute Cholesky factorisation of symmetric 4x4 matrix.

Compute Cholesky factorisation of symmetric 4x4 matrix A, writing the result into lower-triangular matrix B, so that

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix44_f* gan_symmat44f_cholesky_i Gan_SquMatrix44_f   A
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix44_f* gan_symmat44f_cholesky_q Gan_SquMatrix44_f   A,
Gan_SquMatrix44_f   B
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix such that

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix44_f gan_symmat44f_cholesky_s Gan_SquMatrix44_f   A
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

A must be positive definite.


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