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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 
35 namespace itpp
36 {
37 
40 
54 ITPP_EXPORT bool chol(const mat &X, mat &F);
55 
66 ITPP_EXPORT mat chol(const mat &X);
67 
68 
85 ITPP_EXPORT bool chol(const cmat &X, cmat &F);
86 
97 ITPP_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:36
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