Function cholesky_decomp_cuda_base (o2scl_linalg)

O2scl : Function List

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 matrix A is stored. It also presumes that the matrix is stored in column-major, rather than row-major order. In this function, it is presumed that A is stored in row-major order, and thus only the upper triangular part of the matrix A is used for the Cholesky decomposition.