cholesky.h File Reference

Definitions of Cholesky factorisation functions. More...

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## Namespaces | |

namespace | itpp |

itpp namespace | |

## Functions | |

bool | itpp::chol (const mat &X, mat &F) |

Cholesky factorisation of real symmetric and positive definite matrix. | |

mat | itpp::chol (const mat &X) |

Cholesky factorisation of real symmetric and positive definite matrix. | |

bool | itpp::chol (const cmat &X, cmat &F) |

Cholesky factorisation of complex hermitian and positive-definite matrix. | |

cmat | itpp::chol (const cmat &X) |

Cholesky factorisation of complex hermitian and positive-definite matrix. | |

Definitions of Cholesky factorisation functions.

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This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

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Definition in file cholesky.h.

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