- FactorizationPLU
- FactorizationPLUGeTrid
- FactorizationLDL
- FactorizationLDLSyTridPD
- FactorizationCholesky
- FactorizationCholeskySyPS
FactorizationLDLSyTridPD
Forms the factorization of a symmetric positive-definite or, for complex data, Hermitian positive-definite tridiagonal matrix A:
A = L * D * L**T in case of lower triangular or symmetric matrix A
or
A = U**T * D * U in case of upper triangular matrix A
where L is lower triangular with unit diagonal elements, U is upper triangular with unit diagonal elements. D is diagonal matrix. Lapack function PTTRF.
Computing for type matrix<double>
bool matrix::FactorizationLDLSyTridPD(
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Computing for type matrix<float>
bool matrix::FactorizationLDLSyTridPD(
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Computing for type matrix<complex>
bool matrix::FactorizationLDLSyTridPD(
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Computing for type matrix<complexf>
bool matrix::FactorizationLDLSyTridPD(
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Parameters
L
[out] Lower or upper triangular matrix with unit diagonal elements.
D
[out] Diagonal matrix D.
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).