2.1 KiB
FactorizationLDLSyTridPD
Forms the factorization of a symmetric positive-definite or, for complex data, Hermitian positive-definite tridiagonal matrix A:
A = L * D * L**T in case of lower triangular or symmetric matrix A
or
A = U**T * D * U in case of upper triangular matrix A
where L is lower triangular with unit diagonal elements, U is upper triangular with unit diagonal elements. D is diagonal matrix. LAPACK function PTTRF.
Computing for type matrix
bool matrix::FactorizationLDLSyTridPD(
matrix& L, // lower or upper triangular matrix
matrix& D // diagonal matrix D
);
Computing for type matrix
bool matrix::FactorizationLDLSyTridPD(
matrixf& L, // lower or upper triangular matrix
matrixf& D // diagonal matrix D
);
Computing for type matrix
bool matrix::FactorizationLDLSyTridPD(
matrixc& L, // lower or upper triangular matrix
matrixc& D // diagonal matrix D
);
Computing for type matrix
bool matrix::FactorizationLDLSyTridPD(
matrixcf& L, // lower or upper triangular matrix
matrixcf& D // diagonal matrix D
);
Parameters
L
[out] Lower or upper triangular matrix with unit diagonal elements.
D
[out] Diagonal matrix D.
Return Value
Return true if successful, otherwise false in case of an error.
Note
Matrices L and D can be used for further calculations with methods LDLSyTridPDLinearEquationsSolution and LDLSyTridPDCondNumReciprocal.