#include "math_utils.h"
#include <iostream>
#include <cmath>
Functions | |
double * | utils::get_cholesky (double *matrix, int n) |
Computes the lower triangular Cholesky factorization. | |
void | utils::get_eigensystem (double *eigenvalues, double *matrix, double *eigenvectors, int n) |
Returns the eigenvalues and orthonomal eigenvectors of a matrix. | |
void | utils::mat_sqrt (double *matrix, int n) |
Replaces a real symmetrix matrix with its matrix square root. | |
void | utils::mat_mult (double *A, double *B, double *C, int n) |
BLAS matrix multiplication for ![]() |