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