Function cholesky_decomp_unit (o2scl_linalg)

O2scl : Function List

template<class mat_t, class vec_t>
int o2scl_linalg::cholesky_decomp_unit(const size_t N, mat_t &A, vec_t &D)

Cholesky decomposition with unit-diagonal triangular parts.

A = L D L^T, where diag(L) = (1,1,…,1). Upon exit, A contains L and L^T as for Cholesky, and the diagonal of A is (1,1,…,1). The vector Dis set to the diagonal elements of the diagonal matrix D.