NAME
do_lapack_cholesky_decomposition_2 - Uses lapack to perform Cholesky decomposition.
SYNOPSIS
#include "wrap_lapack/wrap_lapack.h"
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-I/home/kobus/include
-L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
int do_lapack_cholesky_decomposition_2
(
Matrix **target_mpp,
const Matrix *input_mp
);
DESCRIPTION
If input and output
matrices point to the same address, operation is performed
in-place, and no temporary storage is allocated in this function. Otherwise
the source matrix is copied to the target matrix (reallocating it if
necessary), then then the single-parameter version is called on the target
matrix.
Passing NULL in input_mp does nothing, and returns NO_ERROR.
If this routine was not compiled with lapack available, then it returns
ERROR with an appropriate error being set.
RETURNS
NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
DISCLAIMER
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
AUTHOR
Kobus Barnard
DOCUMENTER
Kobus Barnard
SEE ALSO
lapack_solve_triangular
,
lapack_solve_upper_triangular
,
lapack_solve_symmetric
,
lapack_solve_symmetric_pd
,
lapack_solve
,
lapack_diagonalize
,
lapack_qr_decompose
,
do_lapack_svd
,
do_lapack_matrix_inversion
,
do_lapack_matrix_inversion_2
,
do_lapack_cholesky_decomposition