NangaParbat/html/linearsystems_8h_source.html

//

// Author: Valerio Bertone: valerio.bertone@cern.ch

//


#pragma once


#include <apfel/matrix.h>


namespace NangaParbat

{

  apfel::matrix<double> CholeskyDecomposition(apfel::matrix<double> const V);


  std::vector<double> SolveLowerSystem(apfel::matrix<double> L, std::vector<double> y);


  std::vector<double> SolveUpperSystem(apfel::matrix<double> U, std::vector<double> y);


  std::vector<double> SolveSymmetricSystem(apfel::matrix<double> A, std::vector<double> rho);

}

NangaParbat
Definition: bstar.h:12

NangaParbat::SolveUpperSystem
std::vector< double > SolveUpperSystem(apfel::matrix< double > U, std::vector< double > y)
Solve upper-diagonal system of equations by backward substitution.

NangaParbat::SolveLowerSystem
std::vector< double > SolveLowerSystem(apfel::matrix< double > L, std::vector< double > y)
Solve lower-diagonal system of equations by forward substitution.

NangaParbat::SolveSymmetricSystem
std::vector< double > SolveSymmetricSystem(apfel::matrix< double > A, std::vector< double > rho)
Solve symmetric system of equations.

NangaParbat::CholeskyDecomposition
apfel::matrix< double > CholeskyDecomposition(apfel::matrix< double > const V)
Cholesky decomposition of the covariance matrix.