itpp
base
algebra
cholesky.h
Go to the documentation of this file.
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#ifndef CHOLESKY_H
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#define CHOLESKY_H
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#include <
itpp/base/mat.h
>
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#include <itpp/itexports.h>
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namespace
itpp
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{
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ITPP_EXPORT
bool
chol
(
const
mat &X, mat &F);
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ITPP_EXPORT mat
chol
(
const
mat &X);
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ITPP_EXPORT
bool
chol
(
const
cmat &X, cmat &F);
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ITPP_EXPORT cmat
chol
(
const
cmat &X);
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}
// namespace itpp
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#endif // #ifndef CHOLESKY_H
itpp::chol
bool chol(const mat &X, mat &F)
Cholesky factorisation of real symmetric and positive definite matrix.
Definition:
cholesky.cpp:86
mat.h
Matrix Class Definitions.
itpp
itpp namespace
Definition:
itmex.h:36
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