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Cholesky matrix decomposition

Detailed Description

Performs Cholesky decomposition of matrix A=LLT and solves matrix equation AX=B.

Parameters
src1pointer to input matrix A stored in row major order. After finish of work src1 contains lower triangular matrix L.
src1_stepnumber of bytes between two consequent rows of matrix A.
msize of square matrix A.
src2pointer to M×N matrix B which is the right-hand side of system AX=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 AX=B.
src2_stepnumber of bytes between two consequent rows of matrix B.
nnumber of right-hand vectors in M×N matrix B.
infoindicates success of decomposition. If *info is false decomposition failed.

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)
 

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 )
inline

◆ 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 )
inline