#include <cmath>
#include "scppnt/scppnt.h"
#include "scppnt/scppnt_error.h"
Go to the source code of this file.
Namespaces | |
namespace | SCPPNT |
Functions | |
template<class SPDMatrix, class SymmMatrix> | |
int | SCPPNT::Cholesky_upper_factorization (SPDMatrix &A, SymmMatrix &L) |
Compute Cholesky factorization. |
Contains modified version of the functions in cholesky.h from the Template Numerical Toolkit (TNT) using matrix iterators rather than matrix subscripting.
Definition in file cholesky.h.