utils Namespace Reference


Functions

double * get_cholesky (double *matrix, int n)
 Computes the lower triangular Cholesky factorization.
void get_eigensystem (double *eigenvalues, double *matrix, double *eigenvectors, int n)
 Returns the eigenvalues and orthonomal eigenvectors of a matrix.
void mat_sqrt (double *matrix, int n)
 Replaces a real symmetrix matrix with its matrix square root.
void mat_mult (double *A, double *B, double *C, int n)
 BLAS matrix multiplication for $C=A B + C$.
double max (double a, double b)


Function Documentation

double * utils::get_cholesky ( double *  matrix,
int  n 
)

Computes the lower triangular Cholesky factorization.

Parameters:
eigenvalues : Preallocated array of length n.
matrix : Square matrix with dimension n.
n : The size of the problem.

void utils::get_eigensystem ( double *  eigenvalues,
double *  matrix,
double *  eigenvectors,
int  n 
)

Returns the eigenvalues and orthonomal eigenvectors of a matrix.

Parameters:
eigenvalues : Preallocated array of length n.
matrix : Square matrix with dimension n.
eigenvectors : Preallocated matrix of dimension n.
n : The size of the problem.

void utils::mat_mult ( double *  A,
double *  B,
double *  C,
int  n 
)

BLAS matrix multiplication for $C=A B + C$.

Parameters:
A : An n dimensional matrix.
B : An n dimensional matrix.
C,: An n dimensional matrix.

void utils::mat_sqrt ( double *  matrix,
int  n 
)

Replaces a real symmetrix matrix with its matrix square root.

Parameters:
A,: The matrix
n,: The dimension of the matrix

double utils::max ( double  a,
double  b 
) [inline]


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