Function cholesky_decomp_two (o2scl_linalg)

O2scl : Function List

template<class mat_t>
int o2scl_linalg::cholesky_decomp_two(const size_t M, mat_t &A, bool err_on_fail = true)

Compute the in-place Cholesky decomposition of a symmetric positive-definite square matrix (version two)

On input, the upper triangular part of A is ignored (only the lower triangular part and diagonal are used). On output the diagonal and lower triangular part contain the matrix L.

If the matrix is not positive-definite, the error handler will be called, unless err_on_fail is false, in which case a non-zero value will be returned.