STK_Cholesky.h File Reference

In this file we implement the modified Cholesky decomposition. More...

#include <Sdk.h>
#include <Arrays/include/STK_Array2DDiagonal.h>
#include <Arrays/include/STK_Array2DLowerTriangular.h>
#include <Arrays/include/STK_CArraySquare.h>

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Namespaces
namespace	STK
	The namespace STK is the main domain space of the Statistical ToolKit project.

Functions
template<class Lhs >
bool	STK::cholesky (ExprBase< Lhs > const &A, Array2DDiagonal< typename Lhs::Type > &D, Array2DLowerTriangular< typename Lhs::Type > &L)
	Compute the Cholesky decomposition of a symmetric matrix.

Detailed Description

In this file we implement the modified Cholesky decomposition.

Definition in file STK_Cholesky.h.