potrf.h File Reference

Cholesky factorization routines for positive definite matrices. More...

#include <myramath/MYRAMATH_EXPORT.h>
#include <myramath/utility/Number.h>

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Classes
class	myra::MatrixRange< Number >
	Represents a mutable MatrixRange. More...
class	myra::LowerMatrixRange< Number >
	Represents a mutable LowerMatrixRange. More...

Functions
void	myra::potrf_inplace (char uplo, char side, const MatrixRange< NumberS > &A)
	Cholesky factors the specified triangle of A into L*L', L'*L, U*U' or U'*U.
void	myra::potrf_inplace (char uplo, char side, const MatrixRange< NumberD > &A)
	Cholesky factors the specified triangle of A into L*L', L'*L, U*U' or U'*U.
void	myra::potrf_inplace (char uplo, char side, const MatrixRange< NumberC > &A)
	Cholesky factors the specified triangle of A into L*L', L'*L, U*U' or U'*U.
void	myra::potrf_inplace (char uplo, char side, const MatrixRange< NumberZ > &A)
	Cholesky factors the specified triangle of A into L*L', L'*L, U*U' or U'*U.
void	myra::potrf_inplace (const LowerMatrixRange< NumberS > &A)
	Cholesky factors A=L*L', inplace (real-symmetric case)
void	myra::potrf_inplace (const LowerMatrixRange< NumberD > &A)
	Cholesky factors A=L*L', inplace (real-symmetric case)
void	myra::potrf_inplace (const LowerMatrixRange< NumberC > &A)
	Cholesky factors A=L*L', inplace (complex-hermitian case)
void	myra::potrf_inplace (const LowerMatrixRange< NumberZ > &A)
	Cholesky factors A=L*L', inplace (complex-hermitian case)

Detailed Description

Cholesky factorization routines for positive definite matrices.

Four different choices for uplo/side, each has a slightly different effect. Uplo controls whether the 'U'pper or 'L'ower triangle is accessed, and side controls whether the ' operator appears on the 'L'eft or 'R'ight triangle:

uplo = 'L', side = 'R' -> factors A = L*L' uplo = 'L', side = 'L' -> factors A = L'*L uplo = 'U', side = 'R' -> factors A = U*U' uplo = 'U', side = 'L' -> factors A = U'*U