NGSolve
4.9
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The Cholesky-factorization of a symmetric dense matrix. More...
#include <cholesky.hpp>
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 |
The Cholesky-factorization of a symmetric dense matrix.
A = L D L^T