Namespaces | Functions
cholesky_base.h File Reference

File defining Cholesky decomposition. More...

Go to the source code of this file.

Namespaces

 o2scl_linalg
 The namespace for linear algebra classes and functions.
 

Functions

template<class mat_t >
void o2scl_linalg::cholesky_decomp (const size_t M, mat_t &A)
 Compute the in-place Cholesky decomposition of a symmetric positive-definite square matrix. More...
 
template<class mat_t , class vec_t , class vec2_t >
void o2scl_linalg::cholesky_solve (const size_t N, const mat_t &LLT, const vec_t &b, vec2_t &x)
 Solve a symmetric positive-definite linear system after a Cholesky decomposition. More...
 
template<class mat_t , class vec_t >
void o2scl_linalg::cholesky_svx (const size_t N, const mat_t &LLT, vec_t &x)
 Solve a linear system in place using a Cholesky decomposition.
 
template<class mat_t >
void o2scl_linalg::cholesky_invert (const size_t N, mat_t &LLT)
 Compute the inverse of a symmetric positive definite matrix given the Cholesky decomposition. More...
 
template<class mat_t , class vec_t >
int o2scl_linalg::cholesky_decomp_unit (const size_t N, mat_t &A, vec_t &D)
 Cholesky decomposition with unit-diagonal triangular parts. More...
 

Documentation generated with Doxygen. Provided under the GNU Free Documentation License (see License Information).