cholesky.hpp File Reference

Dense Cholesky factorization for SPD matrices. More...

#include "core/matrix.hpp"
#include "core/vector.hpp"
#include "linalg/matrix_properties.hpp"

Go to the source code of this file.

Classes
struct	num::CholeskyResult
	Lower-triangular factorization \(A=LL^T\). More...

Namespaces
namespace	num

Functions
CholeskyResult	num::cholesky (const linalg::SPDMatrix< Matrix > &A)
CholeskyResult	num::cholesky (const Matrix &A)
void	num::cholesky_solve (const CholeskyResult &f, const Vector &b, Vector &x)

Detailed Description

Dense Cholesky factorization for SPD matrices.

Todo:

Add LAPACK dpotrf/dpotrs backend dispatch and batched/block variants.

Definition in file cholesky.hpp.