cholesky.h
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1 /*
2  -------------------------------------------------------------------
3 
4  Copyright (C) 2006-2017, Andrew W. Steiner
5 
6  This file is part of O2scl.
7 
8  O2scl is free software; you can redistribute it and/or modify
9  it under the terms of the GNU General Public License as published by
10  the Free Software Foundation; either version 3 of the License, or
11  (at your option) any later version.
12 
13  O2scl is distributed in the hope that it will be useful,
14  but WITHOUT ANY WARRANTY; without even the implied warranty of
15  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
16  GNU General Public License for more details.
17 
18  You should have received a copy of the GNU General Public License
19  along with O2scl. If not, see <http://www.gnu.org/licenses/>.
20 
21  -------------------------------------------------------------------
22 */
23 #ifndef O2SCL_CHOLESKY_H
24 #define O2SCL_CHOLESKY_H
25 
26 /** \file cholesky.h
27  \brief Header wrapper for \ref cholesky_base.h
28 */
29 
30 #include <o2scl/err_hnd.h>
31 #include <o2scl/permutation.h>
32 #include <o2scl/cblas.h>
33 #include <o2scl/vector.h>
34 
35 namespace o2scl_linalg {
36 
37  using namespace o2scl_cblas;
38 
39 #define O2SCL_IX(V,i) V[i]
40 #define O2SCL_IX2(M,i,j) M(i,j)
41 #include <o2scl/cholesky_base.h>
42 #undef O2SCL_IX
43 #undef O2SCL_IX2
44 
45 }
46 
47 namespace o2scl_linalg_bracket {
48 
49  using namespace o2scl_cblas_bracket;
50 
51 #define O2SCL_IX(V,i) V[i]
52 #define O2SCL_IX2(M,i,j) M[i][j]
53 #include <o2scl/cholesky_base.h>
54 #undef O2SCL_IX
55 #undef O2SCL_IX2
56 
57 }
58 
59 #if defined (O2SCL_COND_FLAG) || defined (DOXYGEN)
60 
61 #if defined (O2SCL_EIGEN) || defined (DOXYGEN)
62 #include <eigen3/Eigen/Dense>
63 namespace o2scl_linalg {
64 
65  /** \brief Eigen specialization of \ref cholesky_decomp()
66  */
67  template<>
68  void cholesky_decomp<Eigen::MatrixXd>
69  (const size_t M, Eigen::MatrixXd &A);
70 
71 }
72 #endif
73 
74 #else
75 #include <o2scl/cholesky_special.h>
76 #endif
77 
78 #endif
Namespace for O2scl CBLAS function templates with operator[].
Definition: cblas.h:161
The namespace for linear algebra classes and functions with operator()
Definition: bidiag.h:46
Namespace for O2scl CBLAS function templates.
Definition: cblas.h:144
The namespace for linear algebra classes and functions.
Definition: bidiag.h:36

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