CholeskyDecomposition.h File Reference

Cholesky decomposition functions. More...

#include <IPSDKMath/IPSDKMathExports.h>
#include <IPSDKMath/LinearAlgebra/LinearAlgebraTypes.h>

Go to the source code of this file.

Namespaces
	ipsdk
	Main namespace for IPSDK library.
	ipsdk::math
	Namespace agregating IPSDK mathematical routines and classes.

Functions
IPSDKMATH_API bool	ipsdk::math::choleskyDecomposition (const Matrix &matA, Matrix &matU)
	decomposition of a nxn symetric positive definite matrix using cholesky decomposition More...
IPSDKMATH_API bool	ipsdk::math::choleskyInverse (Matrix &matA)
	in situ inversion of a nxn symetric positive definite matrix using cholesky decomposition method More...
IPSDKMATH_API bool	ipsdk::math::choleskyInverse (const Matrix &matA, Matrix &matInvA)
	inversion of a nxn symetric positive definite matrix using cholesky decomposition method More...

Detailed Description

Cholesky decomposition functions.

Author

E. Noirfalise

Date

2016/03/02

Copyright

2016 Reactiv'IP, all right reserved.