#include <cmath>
#include "scppnt/scppnt.h"
#include "scppnt/scppnt_error.h"

Go to the source code of this file.
Namespaces | |
| namespace | SCPPNT |
Functions | |
| template<class SPDMatrix, class SymmMatrix> | |
| int | SCPPNT::Cholesky_upper_factorization (SPDMatrix &A, SymmMatrix &L) |
| Compute Cholesky factorization. | |
Contains modified version of the functions in cholesky.h from the Template Numerical Toolkit (TNT) using matrix iterators rather than matrix subscripting.
Definition in file cholesky.h.
1.5.4