# 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