cholesky.c File Reference

#include "mbs_lapack.h"
#include "mbs_message.h"
#include "mbs_errors_names.h"

Macros
#define	MSG_ERR   ">> CHOLESKY>> "
#define	MSG_PRE   " >> "

Functions
int	mbs_choldc_0 (double **A, int n)
	Compute the Cholesky decomposition of A, i.e. More...
int	mbs_cholsl_0 (double **A, int n, double **B, int nb)
	Solves a symmetric positive definite system of linear equations AX=B (B being the right hand side with possibly more than 1 column) using the Cholesky factorization computed by mbs_choldc_0 in COL MAJOR ! More...

Macro Definition Documentation

MSG_ERR

#define MSG_ERR   ">> CHOLESKY>> "

MSG_PRE

#define MSG_PRE   " >> "

Function Documentation

mbs_choldc_0()

int mbs_choldc_0	(	double **	A,
		int	n
	)

Compute the Cholesky decomposition of A, i.e.

the upper triangular matrix L

/!\/!\/!\ the upper triangular matrix is expressed in COL major /!\/!\/!\

WARNING: A is modified !

Parameters

[in,out]

A

: IN : real symmetric positive definite matrix. OUT: in COLUMN major the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A

mbs_cholsl_0()

int mbs_cholsl_0	(	double **	A,
		int	n,
		double **	B,
		int	nb
	)

Solves a symmetric positive definite system of linear equations AX=B (B being the right hand side with possibly more than 1 column) using the Cholesky factorization computed by mbs_choldc_0 in COL MAJOR !

WARNING: B is modified and the solution is stored in the matrix !

/!\/!\/!\ the B and the X(solution) matrices are expressed in COL major /!\/!\/!\

Parameters

[in,out]	A	COLUMN major the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A
[in]	n	size of the A matrix
[in,out]	B	On entry - In COLUMN major - the right hand side matrix B. On exit - In COLUMN major - the solution matrix X.
[in]	nb	number of vectors for the RHS matrix B.