DSPF_dp_cholesky_solver
[DSPF_dp_cholesky_in_place]

Collaboration diagram for DSPF_dp_cholesky_solver:

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Detailed Description

int	DSPF_dp_cholesky_solver (const int order, double *restrict L, double *restrict y, double *restrict b, double *restrict x)

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Function Documentation

int DSPF_dp_cholesky_solver	(	const int	order,
		double *restrict	L,
		double *restrict	y,
		double *restrict	b,
		double *restrict	x
	)

This function solves A*x=b for x using forward and backward substitution using the decomposed lower triangular matrix L as shown in the following steps. The values stored in the matrices are assumed to be double precision floating point values. 1. A*x = L*U*b = L*L_transpose*x = b 2. y = inverse(L)*b - done using forward substitution 3. x = inverse(L_transpose)*y - done using backward substitution

Parameters:

	order	= order of matrix A
	L	= pointer to input matrix
	y	= pointer to intermediate vector
	b	= pointer to input vector
	x	= pointer to output vector

Algorithm:

DSPF_dp_cholesky_solver.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:

The decomposed lower triangular matrix L is available as input.

Implementation Notes:

Interruptibility : The code is interruptible.
Endian support : supports both Little and Big endian modes.

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Copyright 2014, Texas Instruments Incorporated