TLL Class Reference

computes Cholesky factorisation \( A = LL^T \) or \( A=LL^H \) More...

#include <mat_fac.hh>

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.