The Cholesky-factorization of a symmetric dense matrix. More...
#include <cholesky.hpp>
Inheritance diagram for ngbla::FlatCholeskyFactors< T >:
Public Types | |
| typedef mat_traits< T >::TV_COL | TV |
Public Member Functions | |
| FlatCholeskyFactors (const FlatMatrix< T > &a, T *data) | |
| Factor the matrix A. | |
| FlatCholeskyFactors (const FlatMatrix< T > &a, LocalHeap &lh) | |
| Factor the matrix A. | |
| NGS_DLL_HEADER void | Factor (const FlatMatrix< T > &a) |
| NGS_DLL_HEADER void | Mult (const FlatVector< TV > &x, FlatVector< TV > &y) const |
| Multiply with the inverse of A. | |
| NGS_DLL_HEADER ostream & | Print (ostream &ost) const |
| Print factorization. | |
Static Public Member Functions | |
| static int | RequiredMem (int n) |
| computes required memory | |
Protected Attributes | |
| int | n |
| matrix size | |
| T * | lfact |
| left factor | |
| T * | diag |
| inverse diagonal | |
Detailed Description
template<class T>
class ngbla::FlatCholeskyFactors< T >
The Cholesky-factorization of a symmetric dense matrix.
A = L D L^T
The documentation for this class was generated from the following file:
- basiclinalg/cholesky.hpp
