Feel++ 0.91.0
Functions
/home/prudhomm/sources/feel/feel/feelalg/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.

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)