computes Cholesky factorisation $ A = LL^T $ or $ A=LL^H $ More...

#include <mat_fac.hh>

Public Member Functions
void	factorise (TMatrix *A, const TTruncAcc &acc) const

auto	eval_matrix (TMatrix *L, const matform_t matform) const -> std::unique_ptr< TLinearOperator >

auto	inv_matrix (TMatrix *L, const matform_t matform) const -> std::unique_ptr< TLinearOperator >

size_t	pm_steps (const TMatrix *A) const
	return number of factorisation steps for A for progress meter

Public Attributes
	__pad0__: _options( opts ) {} ~TLL () {} void set_options ( const fac_options_t opts ) { _options = opts
	standard constructor with optional Cholesky settings

Detailed Description

This class computes the Cholesky factorisation $A = LL^T$ ( $A = LL^H$ ) of a symmetric (hermitian) matrix $A$ with lower triangular matrix $L$ .

Support for multiple threads is available, although the expectable speedup is limited, e.g. best suited for at most 4 threads.

Member Function Documentation

auto eval_matrix	(	TMatrix *	L,
		const matform_t	matform
	)		const -> std::unique_ptr< TLinearOperator >

return suitable representation for evaluating Cholesky factor L

Parameters

L	Cholesky factor to be represented
matform	format of original, non-factorised matrix

compute Cholesky factorisation of given matrix

Parameters

A	on input matrix to factorise; on output factor L
acc	accuracy of factorisation

auto inv_matrix	(	TMatrix *	L,
		const matform_t	matform
	)		const -> std::unique_ptr< TLinearOperator >

return suitable inverse representation of Cholesky factor L

Parameters

L	Cholesky factor to be represented
matform	format of original, non-factorised matrix