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Cholesky Factorisation of a General Size Matrix
[General Size Matrices]


Functions

Gan_SquMatrix * gan_squmat_cholesky_q (Gan_SquMatrix *A, Gan_SquMatrix *L)
 Macro: Apply Cholesky factorisation.
Gan_SquMatrix * gan_squmat_cholesky_s (Gan_SquMatrix *A)
 Macro: Apply Cholesky factorisation.
Gan_SquMatrix * gan_squmat_cholesky_i (Gan_SquMatrix *A)
 Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f * gan_squmatf_cholesky_q (Gan_SquMatrix_f *A, Gan_SquMatrix_f *L)
 Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f * gan_squmatf_cholesky_s (Gan_SquMatrix_f *A)
 Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f * gan_squmatf_cholesky_i (Gan_SquMatrix_f *A)
 Macro: Apply Cholesky factorisation.

Function Documentation

Gan_SquMatrix* gan_squmat_cholesky_i (  Gan_SquMatrix *  A  ) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result matrix A.
Apply Cholesky factorisation to symmetric or diagonal matrix A, computing the result L in-place in A so that $ A = L L^{\top} $.

Gan_SquMatrix* gan_squmat_cholesky_q (  Gan_SquMatrix *  A,
Gan_SquMatrix *  L
) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result matrix L.
Apply Cholesky factorisation to symmetric or diagonal matrix A, writing result into lower triangular matrix L so that $ A = L L^{\top} $.

Gan_SquMatrix* gan_squmat_cholesky_s (  Gan_SquMatrix *  A  ) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result as a new matrix.
Apply Cholesky factorisation to symmetric or diagonal matrix A, creating and returning a new lower triangular matrix L for the result so that $ A = L L^{\top} $.

Gan_SquMatrix_f* gan_squmatf_cholesky_i (  Gan_SquMatrix_f *  A  ) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result matrix A.
Apply Cholesky factorisation to symmetric or diagonal matrix A, computing the result L in-place in A so that $ A = L L^{\top} $.

Gan_SquMatrix_f* gan_squmatf_cholesky_q (  Gan_SquMatrix_f *  A,
Gan_SquMatrix_f *  L
) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result matrix L.
Apply Cholesky factorisation to symmetric or diagonal matrix A, writing result into lower triangular matrix L so that $ A = L L^{\top} $.

Gan_SquMatrix_f* gan_squmatf_cholesky_s (  Gan_SquMatrix_f *  A  ) 
 

Macro: Apply Cholesky factorisation.

Returns:
Result as a new matrix.
Apply Cholesky factorisation to symmetric or diagonal matrix A, creating and returning a new lower triangular matrix L for the result so that $ A = L L^{\top} $.

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