Cholesky matrix decomposition

Functions
int	hal_ni_Cholesky32f (float *src1, size_t src1_step, int m, float *src2, size_t src2_step, int n, bool *info)
int	hal_ni_Cholesky64f (double *src1, size_t src1_step, int m, double *src2, size_t src2_step, int n, bool *info)

Detailed Description

Performs Cholesky decomposition of matrix \(A = L*L^T\) and solves matrix equation \(A*X=B\).

Parameters

src1	pointer to input matrix \(A\) stored in row major order. After finish of work src1 contains lower triangular matrix \(L\).
src1_step	number of bytes between two consequent rows of matrix \(A\).
m	size of square matrix \(A\).
src2	pointer to \(M\times N\) matrix \(B\) which is the right-hand side of system \(A*X=B\). B stored in row major order. If src2 is null pointer only Cholesky decomposition will be performed. After finish of work src2 contains solution \(X\) of system \(A*X=B\).
src2_step	number of bytes between two consequent rows of matrix \(B\).
n	number of right-hand vectors in \(M\times N\) matrix \(B\).
info	indicates success of decomposition. If *info is false decomposition failed.

Function Documentation

hal_ni_Cholesky32f()

int hal_ni_Cholesky32f	(	float *	src1,
		size_t	src1_step,
		int	m,
		float *	src2,
		size_t	src2_step,
		int	n,
		bool *	info
	)

hal_ni_Cholesky64f()

int hal_ni_Cholesky64f	(	double *	src1,
		size_t	src1_step,
		int	m,
		double *	src2,
		size_t	src2_step,
		int	n,
		bool *	info
	)