cholesky.h
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#ifndef CHOLESKY_H
#define CHOLESKY_H
#include <itpp/base/mat.h>
#include <itpp/itexports.h>
namespace itpp
{
ITPP_EXPORT bool chol(const mat &X, mat &F);
ITPP_EXPORT mat chol(const mat &X);
ITPP_EXPORT bool chol(const cmat &X, cmat &F);
ITPP_EXPORT cmat chol(const cmat &X);
} // namespace itpp
#endif // #ifndef CHOLESKY_H
itpp::chol
bool chol(const mat &X, mat &F)
Cholesky factorisation of real symmetric and positive definite matrix.
Definition cholesky.cpp:86
mat.h
Matrix Class Definitions.
itpp
itpp namespace
Definition itmex.h:37

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