HLIBpro
2.7
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computes Cholesky factorisation A = LL^T or A=LL^H More...
#include <mat_fac.hh>
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.