File defining Cholesky decomposition. More...
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Namespaces | |
o2scl_linalg | |
The namespace for linear algebra classes and functions. | |
Functions | |
template<class mat_t > | |
int | o2scl_linalg::cholesky_decomp (const size_t M, mat_t &A, bool err_on_fail=true) |
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... | |
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