C:/programs/SCPPNT/src/include/cholesky.h File Reference

Definition of function Cholesky_upper_factorization. More...

#include <cmath>
#include "scppnt/scppnt.h"
#include "scppnt/scppnt_error.h"

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Namespaces

namespace  SCPPNT

Functions

template<class SPDMatrix, class SymmMatrix>
int SCPPNT::Cholesky_upper_factorization (SPDMatrix &A, SymmMatrix &L)
 Compute Cholesky factorization.


Detailed Description

Definition of function Cholesky_upper_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.


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