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 // CholeskyDecomposition.h:
 // ------------------------
 //

 #ifndef __IPSDKMATH_CHOLESKYDECOMPOSITION_H__
 #define __IPSDKMATH_CHOLESKYDECOMPOSITION_H__

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

 namespace ipsdk {
 namespace math {


 IPSDKMATH_API bool
 choleskyDecomposition(const Matrix& matA,
                       Matrix& matU);

 IPSDKMATH_API bool
 choleskyInverse(Matrix& matA);


 IPSDKMATH_API bool
 choleskyInverse(const Matrix& matA,
                 Matrix& matInvA);


 } // end of namespace math
 } // end of namespace ipsdk

 #endif // __IPSDKMATH_CHOLESKYDECOMPOSITION_H__
IPSDKMathExports.h
Definition of import/export macro for library.

ipsdk::math::Matrix
boost::numeric::ublas::matrix< ipReal64 > Matrix
matrix type associated to library
Definition: LinearAlgebraTypes.h:48

ipsdk
Main namespace for IPSDK library.
Definition: AlgorithmFunctionEfficiency.h:22

LinearAlgebraTypes.h
Predefined types for linear algebra management.

ipsdk::math::choleskyInverse
IPSDKMATH_API bool choleskyInverse(Matrix &matA)
in situ inversion of a nxn symetric positive definite matrix using cholesky decomposition method ...

ipsdk::math::choleskyDecomposition
IPSDKMATH_API bool choleskyDecomposition(const Matrix &matA, Matrix &matU)
decomposition of a nxn symetric positive definite matrix using cholesky decomposition ...

IPSDKMATH_API
#define IPSDKMATH_API
Import/Export macro for library IPSDKMath.
Definition: IPSDKMathExports.h:27