Class linear_solver_eigen_LLT (o2scl_linalg)

O2scl : Class List

template<class eigen_vec_t, class eigen_mat_t>
class linear_solver_eigen_LLT : public o2scl_linalg::linear_solver<eigen_vec_t, eigen_mat_t>

Eigen linear solver using LLT decomposition with full pivoting.

This requires the matrix A to be positive definite.

This class is only defined if Eigen support was enabled during installation.

Public Functions

inline virtual void solve(size_t n, eigen_mat_t &A, eigen_vec_t &b, eigen_vec_t &x)

Solve square linear system \( A x = b \) of size n.