Collaboration diagram for DSPF_dp_cholesky_in_place:
Modules | |
DSPF_dp_cholesky_solver | |
int | DSPF_dp_cholesky_in_place (const int enable_test, const int order, double *restrict A) |
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.
enable_test | = enables test for symmetric positive definite matrix | |
order | = order of matrix A | |
A | = pointer to input matrix A and output matrix L |