tpt_mat_cholesky_f64.c File Reference

#include "tpt_math.h"

Include dependency graph for tpt_mat_cholesky_f64.c:

Functions
tpt_status	tpt_mat_cholesky_f64 (tpt_matrix_instance_f64 *aOutMat, const tpt_matrix_instance_f64 *aInMat)
	Cholesky decomposition of a symmetric positive definite matrix.

Function Documentation

tpt_mat_cholesky_f64()

tpt_status tpt_mat_cholesky_f64	(	tpt_matrix_instance_f64 *	aOutMat,
		const tpt_matrix_instance_f64 *	aInMat )

Cholesky decomposition of a symmetric positive definite matrix.

Parameters

[out]	aOutMat	points to output matrix structure
[in]	aInMat	points to the input matrix structure

Returns

TPT_MATH_DECOMPOSITION_FAILURE if the matrix is not positive definite.