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 >
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 >
double	o2scl_linalg::cholesky_det (const size_t M, const mat_t &A)
	Compute the determinant of a matrix from its Cholesky decomposition. More...
template<class mat_t >
double	o2scl_linalg::cholesky_lndet (const size_t M, const mat_t &A)
	Compute the logarithm of the absolute value of the determinant of a matrix from its Cholesky decomposition.
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...