cholesky.cpp File Reference

Implementation of Cholesky factorisation functions. More...

#include <itpp/config.h>
#include <itpp/base/algebra/cholesky.h>

Functions
bool	itpp::chol (const mat &X, mat &F)
	Cholesky factorisation of real symmetric and positive definite matrix.
bool	itpp::chol (const cmat &X, cmat &F)
	Cholesky factorisation of complex hermitian and positive-definite matrix.
cmat	itpp::chol (const cmat &X)
	Cholesky factorisation of complex hermitian and positive-definite matrix.
mat	itpp::chol (const mat &X)
	Cholesky factorisation of real symmetric and positive definite matrix.

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Detailed Description

Implementation of Cholesky factorisation functions.

Author:

Tony Ottosson

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Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

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