HLIBpro
2.6
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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< TFacMatrix > |
auto | inv_matrix (TMatrix *L, const matform_t matform) const -> std::unique_ptr< TFacInvMatrix > |
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 | |
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.
auto eval_matrix | ( | TMatrix * | L, |
const matform_t | matform | ||
) | const -> std::unique_ptr< TFacMatrix > |
return suitable representation for evaluating Cholesky factor L
L | Cholesky factor to be represented |
matform | format of original, non-factorised matrix |
compute Cholesky factorisation of given matrix
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< TFacInvMatrix > |
return suitable inverse representation of Cholesky factor L
L | Cholesky factor to be represented |
matform | format of original, non-factorised matrix |