fn_chol.hpp

Go to the documentation of this file.
00001 // Copyright (C) 2010 NICTA and the authors listed below
00002 // http://nicta.com.au
00003 // 
00004 // Authors:
00005 // - Conrad Sanderson (conradsand at ieee dot org)
00006 // 
00007 // This file is part of the Armadillo C++ library.
00008 // It is provided without any warranty of fitness
00009 // for any purpose. You can redistribute this file
00010 // and/or modify it under the terms of the GNU
00011 // Lesser General Public License (LGPL) as published
00012 // by the Free Software Foundation, either version 3
00013 // of the License or (at your option) any later version.
00014 // (see http://www.opensource.org/licenses for more info)
00015 
00016 
00017 //! \addtogroup fn_chol
00018 //! @{
00019 
00020 
00021 
00022 template<typename T1>
00023 inline
00024 bool
00025 chol(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type,T1>& X)
00026   {
00027   arma_extra_debug_sigprint();
00028   
00029   typedef typename T1::elem_type eT;
00030   
00031   const unwrap_check<T1> tmp(X.get_ref(), out);
00032   const Mat<eT>&     A = tmp.M;
00033   
00034   arma_debug_check( (A.is_square() == false), "chol(): given matrix is not square");
00035   
00036   return auxlib::chol(out, A);
00037   }
00038 
00039 
00040 
00041 template<typename T1>
00042 inline
00043 Mat<typename T1::elem_type>
00044 chol(const Base<typename T1::elem_type,T1>& X)
00045   {
00046   arma_extra_debug_sigprint();
00047   
00048   typedef typename T1::elem_type eT;
00049   
00050   Mat<eT> out;
00051   
00052   const bool ok = chol(out, X);
00053   
00054   if(ok == false)
00055     {
00056     arma_print("chol(): matrix factorisation failed");
00057     }
00058   
00059   return out;
00060   }
00061 
00062 
00063 
00064 //! @}