- FactorizationPLU
- FactorizationPLUGeTrid
- FactorizationLDL
- FactorizationLDLSyTridPD
- FactorizationCholesky
- FactorizationCholeskySyPS
FactorizationCholeskySyPS
Computes the Cholesky factorization with complete pivoting of a real symmetric (complex Hermitian) positive semidefinite N-by-N matrix. The form of the factorization is:
P**T * A * P = L * L**T in case of lower triangular or symmetric matrix A
or
P**T * A * P = U**T * U in case of upper triangular matrix A
where P is a permutation matrix, L is lower triangular, U is upper triangular. Lapack function PSTRF.
Computing for type matrix<double>
bool matrix::FactorizationCholeskySyPS(
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Computing for type matrix<float>
bool matrix::FactorizationCholeskySyPS(
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Computing for type matrix<complex>
bool matrix::FactorizationCholeskySyPS(
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Computing for type matrix<complexf>
bool matrix::FactorizationCholeskySyPS(
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Parameters
tol
[in] User defined tolerance. If tol < 0, then n*ε*max(A[k,k]), where ε is the machine precision, will be used. The algorithm terminates at the (k-1)st step, if the pivot <=tol.
P
[out] Permutation matrix P.
L
[out] Lower or upper triangular matrix.
Return Value
Return true if successful, otherwise false in case of an error.
Note
The input can be a symmetric (Hermitian), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).