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num::block_cholesky_factor

Defined in header <linear/factorization/block_tridiagonal.hpp>

struct block_cholesky_factor;

Block Cholesky factors of a symmetric positive-definite block-tridiagonal matrix.

\(PAP^{T} = \mathcal{L}\mathcal{L}^{T}\) with \(\mathcal{L}\) block lower bidiagonal: diagonal[k] holds the dense Cholesky factor of block k, and lower[k] the block at row k+1, column k, already right-scaled by \(L_k^{-T}\).

Members

member description
idx size = 0
array<idx> offsets
array<idx> order
array<cholesky_result> diagonal
array<mat<real>> lower lower[k]: block (k+1, k). Size nb - 1.
idx blocks() const noexcept
idx block_size(idx k) const
bool failed() const noexcept True when some diagonal block was not positive definite.