include/math_utils.h File Reference

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Namespaces

namespace  utils

Defines

#define MATH_UTILS_H

Functions

int dsyev_ (char *jobz, char *uplo, int *n, double *a, int *lda, double *w, double *work, int *lwork, int *info)
int dsymm_ (char *side, char *uplo, int *m, int *n, double *alpha, double *A, int *lda, double *B, int *ldb, double *beta, double *C, int *ldc)
int dpotrf_ (char *uplo, int *n, double *a, int *lda, int *info)
void utils::get_eigensystem (double *eigenvalues, double *matrix, double *eigenvectors, int n)
 Returns the eigenvalues and orthonomal eigenvectors of a matrix.
double * utils::get_cholesky (double *matrix, int n)
 Computes the lower triangular Cholesky factorization.
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 $C=A B + C$.
double utils::max (double a, double b)


Define Documentation

#define MATH_UTILS_H


Function Documentation

int dpotrf_ ( char *  uplo,
int *  n,
double *  a,
int *  lda,
int *  info 
)

int dsyev_ ( char *  jobz,
char *  uplo,
int *  n,
double *  a,
int *  lda,
double *  w,
double *  work,
int *  lwork,
int *  info 
)

int dsymm_ ( char *  side,
char *  uplo,
int *  m,
int *  n,
double *  alpha,
double *  A,
int *  lda,
double *  B,
int *  ldb,
double *  beta,
double *  C,
int *  ldc 
)


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