cholesky.cpp File Reference

Implementation of Cholesky factorisation functions. More...

#include <itpp/config.h>
#include <itpp/base/algebra/cholesky.h>

Go to the source code of this file.

Namespaces
namespace	itpp
	itpp namespace

Functions
bool	itpp::chol (const mat &X, mat &F)
	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.
mat	itpp::chol (const mat &X)
	Cholesky factorisation of real symmetric and positive definite matrix.

Detailed Description

Implementation of Cholesky factorisation functions.

Author

Tony Ottosson

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Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

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

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see http://www.gnu.org/licenses/.

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Definition in file cholesky.cpp.