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Cholesky Factorisation of Fixed Size Matrix
[Fixed Size Matrices, Fixed Size Matrices and Vectors]


Functions

Gan_SquMatrix22 * gan_symmat22_cholesky (Gan_SquMatrix22 *A, Gan_SquMatrix22 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 2x2 matrix.
Gan_SquMatrix22 gan_symmat22_cholesky_s (const Gan_SquMatrix22 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix22 * gan_symmat22_cholesky_q (Gan_SquMatrix22 *A, Gan_SquMatrix22 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix22 * gan_symmat22_cholesky_i (Gan_SquMatrix22 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix22_f * gan_symmat22f_cholesky (Gan_SquMatrix22_f *A, Gan_SquMatrix22_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 2x2 matrix.
Gan_SquMatrix22_f gan_symmat22f_cholesky_s (const Gan_SquMatrix22_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix22_f * gan_symmat22f_cholesky_q (Gan_SquMatrix22_f *A, Gan_SquMatrix22_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix22_f * gan_symmat22f_cholesky_i (Gan_SquMatrix22_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33 * gan_symmat33_cholesky (Gan_SquMatrix33 *A, Gan_SquMatrix33 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 3x3 matrix.
Gan_SquMatrix33 gan_symmat33_cholesky_s (const Gan_SquMatrix33 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33 * gan_symmat33_cholesky_q (Gan_SquMatrix33 *A, Gan_SquMatrix33 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33 * gan_symmat33_cholesky_i (Gan_SquMatrix33 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33_f * gan_symmat33f_cholesky (Gan_SquMatrix33_f *A, Gan_SquMatrix33_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 3x3 matrix.
Gan_SquMatrix33_f gan_symmat33f_cholesky_s (const Gan_SquMatrix33_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33_f * gan_symmat33f_cholesky_q (Gan_SquMatrix33_f *A, Gan_SquMatrix33_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix33_f * gan_symmat33f_cholesky_i (Gan_SquMatrix33_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44 * gan_symmat44_cholesky (Gan_SquMatrix44 *A, Gan_SquMatrix44 *B, int *error_code)
 Compute Cholesky factorisation of symmetric 4x4 matrix.
Gan_SquMatrix44 gan_symmat44_cholesky_s (const Gan_SquMatrix44 *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44 * gan_symmat44_cholesky_q (Gan_SquMatrix44 *A, Gan_SquMatrix44 *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44 * gan_symmat44_cholesky_i (Gan_SquMatrix44 *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44_f * gan_symmat44f_cholesky (Gan_SquMatrix44_f *A, Gan_SquMatrix44_f *B, int *error_code)
 Compute Cholesky factorisation of symmetric 4x4 matrix.
Gan_SquMatrix44_f gan_symmat44f_cholesky_s (const Gan_SquMatrix44_f *A)
 Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44_f * gan_symmat44f_cholesky_q (Gan_SquMatrix44_f *A, Gan_SquMatrix44_f *B)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.
Gan_SquMatrix44_f * gan_symmat44f_cholesky_i (Gan_SquMatrix44_f *A)
 Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Function Documentation

Gan_SquMatrix22* gan_symmat22_cholesky (  Gan_SquMatrix22 *  A,
Gan_SquMatrix22 *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 2x2 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 2x2 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix22* gan_symmat22_cholesky_i (  Gan_SquMatrix22 *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix22* gan_symmat22_cholesky_q (  Gan_SquMatrix22 *  A,
Gan_SquMatrix22 *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix22 gan_symmat22_cholesky_s (  const Gan_SquMatrix22 *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

Gan_SquMatrix22_f* gan_symmat22f_cholesky (  Gan_SquMatrix22_f *  A,
Gan_SquMatrix22_f *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 2x2 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 2x2 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix22_f* gan_symmat22f_cholesky_i (  Gan_SquMatrix22_f *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix22_f* gan_symmat22f_cholesky_q (  Gan_SquMatrix22_f *  A,
Gan_SquMatrix22_f *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix22_f gan_symmat22f_cholesky_s (  const Gan_SquMatrix22_f *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

Gan_SquMatrix33* gan_symmat33_cholesky (  Gan_SquMatrix33 *  A,
Gan_SquMatrix33 *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 3x3 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 3x3 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix33* gan_symmat33_cholesky_i (  Gan_SquMatrix33 *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix33* gan_symmat33_cholesky_q (  Gan_SquMatrix33 *  A,
Gan_SquMatrix33 *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix33 gan_symmat33_cholesky_s (  const Gan_SquMatrix33 *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

Gan_SquMatrix33_f* gan_symmat33f_cholesky (  Gan_SquMatrix33_f *  A,
Gan_SquMatrix33_f *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 3x3 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 3x3 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix33_f* gan_symmat33f_cholesky_i (  Gan_SquMatrix33_f *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix33_f* gan_symmat33f_cholesky_q (  Gan_SquMatrix33_f *  A,
Gan_SquMatrix33_f *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix33_f gan_symmat33f_cholesky_s (  const Gan_SquMatrix33_f *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

Gan_SquMatrix44* gan_symmat44_cholesky (  Gan_SquMatrix44 *  A,
Gan_SquMatrix44 *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 4x4 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 4x4 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix44* gan_symmat44_cholesky_i (  Gan_SquMatrix44 *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix44* gan_symmat44_cholesky_q (  Gan_SquMatrix44 *  A,
Gan_SquMatrix44 *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix44 gan_symmat44_cholesky_s (  const Gan_SquMatrix44 *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

Gan_SquMatrix44_f* gan_symmat44f_cholesky (  Gan_SquMatrix44_f *  A,
Gan_SquMatrix44_f *  B,
int *  error_code
) 
 

Compute Cholesky factorisation of symmetric 4x4 matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric 4x4 matrix A, writing the result into lower-triangular matrix B, so that

\[ B B^{\top} = A \]

A must be positive definite.

Returns:
Pointer to result matrix B on success, NULL on failure.

Gan_SquMatrix44_f* gan_symmat44f_cholesky_i (  Gan_SquMatrix44_f *  A  ) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A in-place: $ A \leftarrow \mbox{chol}(A) $ .

Returns:
Pointer to result matrix A, or NULL on failure.

Gan_SquMatrix44_f* gan_symmat44f_cholesky_q (  Gan_SquMatrix44_f *  A,
Gan_SquMatrix44_f *  B
) 
 

Macro: Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation of fixed size symmetric matrix A, writing result into lower triangular matrix $ B = \mbox{chol} (A) $ such that

\[ B B^{\top} = A \]

Returns:
Pointer to result matrix B, or NULL on failure.

Gan_SquMatrix44_f gan_symmat44f_cholesky_s (  const Gan_SquMatrix44_f *  A  ) 
 

Compute Cholesky factorisation of fixed size symmetric matrix.

Compute Cholesky factorisation $ \mbox{chol}(A) $ of symmetric fixed size matrix A, returning the result as a lower-triangular matrix B, such that

\[ B B^{\top} = A \]

A must be positive definite.

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