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) |
double * utils::get_cholesky | ( | double * | matrix, | |
int | n | |||
) |
Computes the lower triangular Cholesky factorization.
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.
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 .
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.
A,: | The matrix | |
n,: | The dimension of the matrix |
double utils::max | ( | double | a, | |
double | b | |||
) | [inline] |