src/Math/math_utils.cpp File Reference

#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 .