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Perform Cholesky decomposition. More...
| Functions | |
| AFAPI int | cholesky (array &out, const array &in, const bool is_upper=true) | 
| C++ Interface for cholesky decomposition.  More... | |
| AFAPI int | choleskyInPlace (array &in, const bool is_upper=true) | 
| C++ Interface for in place cholesky decomposition.  More... | |
| AFAPI af_err | af_cholesky (af_array *out, int *info, const af_array in, const bool is_upper) | 
| C++ Interface for cholesky decomposition.  More... | |
| AFAPI af_err | af_cholesky_inplace (int *info, af_array in, const bool is_upper) | 
| C Interface for in place cholesky decomposition.  More... | |
Perform Cholesky decomposition.
This function decomposes a positive definite matrix A into two triangular matrices such that
\(A = L * U\)
\(L = U^T\)
Only one of L and U is stored to conserve space when solving linear equations.
This operation can be performed in ArrayFire using the following code snippet.
When memory is a concern, users can perform Cholesky decomposition in place as shown below.
C++ Interface for cholesky decomposition.
| [out] | out | contains the triangular matrix. Multiply outwith it conjugate transpose reproduces the inputin. | 
| [out] | info | is 0if cholesky decomposition passes, if not it returns the rank at which the decomposition failed. | 
| [in] | in | is the input matrix | 
| [in] | is_upper | a boolean determining if outis upper or lower triangular | 
C Interface for in place cholesky decomposition.
| [out] | info | is 0if cholesky decomposition passes, if not it returns the rank at which the decomposition failed. | 
| [in,out] | in | is the input matrix on entry. It contains the triangular matrix on exit. | 
| [in] | is_upper | a boolean determining if inis upper or lower triangular | 
C++ Interface for cholesky decomposition.
| [out] | out | contains the triangular matrix. Multiply outwith its conjugate transpose reproduces the inputin. | 
| [in] | in | is the input matrix | 
| [in] | is_upper | a boolean determining if outis upper or lower triangular | 
0 if cholesky decomposition passes, if not it returns the rank at which the decomposition failed.C++ Interface for in place cholesky decomposition.
| [in,out] | in | is the input matrix on entry. It contains the triangular matrix on exit. | 
| [in] | is_upper | a boolean determining if inis upper or lower triangular | 
0 if cholesky decomposition passes, if not it returns the rank at which the decomposition failed.