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cholesky.h
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1
29#ifndef CHOLESKY_H
30#define CHOLESKY_H
31
32#include <itpp/base/mat.h>
33#include <itpp/itexports.h>
34
35namespace itpp
36{
37
41
54ITPP_EXPORT bool chol(const mat &X, mat &F);
55
66ITPP_EXPORT mat chol(const mat &X);
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68
85ITPP_EXPORT bool chol(const cmat &X, cmat &F);
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97ITPP_EXPORT cmat chol(const cmat &X);
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100
101} // namespace itpp
102
103#endif // #ifndef CHOLESKY_H
bool chol(const mat &X, mat &F)
Cholesky factorisation of real symmetric and positive definite matrix.
Definition cholesky.cpp:86
Matrix Class Definitions.
itpp namespace
Definition itmex.h:37

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