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 .
double	max (double a, double b)

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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 .

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]