Function cholesky_decomp_cuda_base (o2scl_linalg)¶
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int o2scl_linalg::cholesky_decomp_cuda_base(const size_t M, std::vector<double> &A)¶
Use CUDA to perform a Cholesky decomposition of a symmetric positive definite matrix.
After this function, the Cholesky decomposition is stored in the upper-triangular part of
A
, presuming it is stored in column-major order.Note
The function
cusolverDnDpotrf
only requires that the lower-triangle of the matrixA
is stored. It also presumes that the matrix is stored in column-major, rather than row-major order. In this function, it is presumed thatA
is stored in row-major order, and thus only the upper triangular part of the matrixA
is used for the Cholesky decomposition.