choldc.c File Reference

#include <stdio.h>
#include <math.h>
#include "mbs_message.h"

Functions
int	choldc (double **a, int n, double p[])
	Compute the Cholesky decomposition of a, i.e. More...
int	choldc_0 (double **a, int n, double *p)

Function Documentation

choldc()

int choldc	(	double **	a,
		int	n,
		double	p[]
	)

Compute the Cholesky decomposition of a, i.e.

the lower triangular matrix L such that a=L*L'

Elements off diagonal are stored directly in a. Diagonal elements are stored in p.

WARNING: a is modified !

choldc_0()

int choldc_0	(	double **	a,
		int	n,
		double *	p
	)