v0.14.0 |
cholesky decomposition More...
#include <cassert>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/vector_expression.hpp>
#include <boost/numeric/ublas/matrix_expression.hpp>
#include <boost/numeric/ublas/triangular.hpp>
Go to the source code of this file.
Functions | |
template<class MATRIX , class TRIA > | |
size_t | cholesky_decompose (const MATRIX &A, TRIA &L) |
decompose the symmetric positive definit matrix A into product L L^T. More... | |
template<class MATRIX > | |
size_t | cholesky_decompose (MATRIX &A) |
decompose the symmetric positive definit matrix A into product L L^T. More... | |
template<class MATRIX > | |
size_t | incomplete_cholesky_decompose (MATRIX &A) |
decompose the symmetric positive definit matrix A into product L L^T. More... | |
template<class TRIA , class VEC > | |
void | cholesky_solve (const TRIA &L, VEC &x, ublas::lower) |
solve system L L^T x = b inplace More... | |
size_t cholesky_decompose | ( | const MATRIX & | A, |
TRIA & | L | ||
) |
decompose the symmetric positive definit matrix A into product L L^T.
MATRIX | type of input matrix |
TRIA | type of lower triangular output matrix |
A | square symmetric positive definite input matrix (only the lower triangle is accessed) |
L | lower triangular output matrix |
Definition at line 52 of file cholesky.hpp.
size_t cholesky_decompose | ( | MATRIX & | A | ) |
decompose the symmetric positive definit matrix A into product L L^T.
MATRIX | type of matrix A |
A | input: square symmetric positive definite matrix (only the lower triangle is accessed) |
A | output: the lower triangle of A is replaced by the cholesky factor |
Definition at line 94 of file cholesky.hpp.
void cholesky_solve | ( | const TRIA & | L, |
VEC & | x, | ||
ublas::lower | |||
) |
solve system L L^T x = b inplace
L | a triangular matrix |
x | input: right hand side b; output: solution x |
Definition at line 221 of file cholesky.hpp.
size_t incomplete_cholesky_decompose | ( | MATRIX & | A | ) |
decompose the symmetric positive definit matrix A into product L L^T.
MATRIX | type of matrix A |
A | input: square symmetric positive definite matrix (only the lower triangle is accessed) |
A | output: the lower triangle of A is replaced by the cholesky factor |
Definition at line 173 of file cholesky.hpp.