DSPF_dp_cholesky_in_place
[DSPF_dp_cholesky]

Collaboration diagram for DSPF_dp_cholesky_in_place:


Detailed Description


Modules

 DSPF_dp_cholesky_solver
int DSPF_dp_cholesky_in_place (const int enable_test, const int order, double *restrict A)


Function Documentation

int DSPF_dp_cholesky_in_place ( const int  enable_test,
const int  order,
double *restrict  A 
)

This function tests the matrix A for a symmetric positive definite and decomposes the matrix A into a lower triangular matrix L where A=L*U and U=transpose of L. The processing is done in place of the matrix A. The values stored in the matrices are assumed to be double precision floating point values. This code is suitable for dense matrices. No optimizations are made for sparse matrices.

Parameters:
enable_test = enables test for symmetric positive definite matrix
order = order of matrix A
A = pointer to input matrix A and output matrix L
Algorithm:
DSPF_dp_cholesky_in_place.c is the natural C equivalent of the optimized intrinsic C code without restrictions. Note that the intrinsic C code is optimized and restrictions may apply.
Assumptions:
In-place processing is done on the matrix A.
Implementation Notes:
Interruptibility : The code is interruptible.
Endian support : supports both Little and Big endian modes.


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