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>
Go to the source code of this file.
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... | |
cholesky decomposition
-*- c++ -*-
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
A | square symmetric positive definite input matrix (only the lower triangle is accessed) |
L | lower triangular output matrix |
References Feel::project().