1.9 KiB
FactorizationCholesky
Computes the factorization of a real symmetric or complex Hermitian positive-definite matrix A. The factorization has the form:
A = L * L**T in case of lower triangular or symmetric matrix A
or
A = U**T * U in case of upper triangular matrix A
where L is lower triangular, U is upper triangular. LAPACK function POTRF.
Computing for type matrix
bool matrix::FactorizationCholesky(
matrix& L // lower or upper triangular matrix
);
Computing for type matrix
bool matrix::FactorizationCholesky(
matrixf& L // lower or upper triangular matrix
);
Computing for type matrix
bool matrix::FactorizationCholesky(
matrixc& L // lower or upper triangular matrix
);
Computing for type matrix
bool matrix::FactorizationCholesky(
matrixcf& L // lower or upper triangular matrix
);
Parameters
L
[out] Lower or upper triangular matrix.
Return Value
Return true if successful, otherwise false in case of an error.
Note
The input can be a symmetric (Hermitian), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).
Matrices L and D can be used for further calculations with methods LDLSyTridPDLinearEquationsSolution and LDLSyTridPDCondNumReciprocal.