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30# include <itpp/config.h>
32# include <itpp/config_msvc.h>
35#if defined(HAVE_LAPACK)
36# include <itpp/base/algebra/lapack.h>
45#if defined(HAVE_LAPACK)
47bool chol(
const mat &X, mat &F)
56 dpotrf_(&uplo, &n, F._data(), &lda, &info);
59 for (
int i = 0; i < n; i++)
60 for (
int j = i + 1; j < n; j++)
66bool chol(
const cmat &X, cmat &F)
74 zpotrf_(&uplo, &n, F._data(), &lda, &info);
77 for (
int i = 0; i < n; i++)
78 for (
int j = i + 1; j < n; j++)
86bool chol(
const mat &X, mat &F)
88 it_error(
"LAPACK library is needed to use chol() function");
92bool chol(
const cmat &X, cmat &F)
95 it_error(
"LAPACK library is needed to use chol() function");
105 it_warning(
"cholesky factorization didn't succeed");
115 it_warning(
"cholesky factorization didn't succeed");
Definitions of Cholesky factorisation functions.
#define it_error(s)
Abort unconditionally.
#define it_warning(s)
Display a warning message.
bool chol(const mat &X, mat &F)
Cholesky factorisation of real symmetric and positive definite matrix.
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