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Cholesky Factorisation of a General Size Matrix
[General Size Matrices]

Functions
Gan_SquMatrix *	gan_squmat_cholesky_q (Gan_SquMatrix *A, Gan_SquMatrix *L)
	Macro: Apply Cholesky factorisation.
Gan_SquMatrix *	gan_squmat_cholesky_s (Gan_SquMatrix *A)
	Macro: Apply Cholesky factorisation.
Gan_SquMatrix *	gan_squmat_cholesky_i (Gan_SquMatrix *A)
	Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f *	gan_squmatf_cholesky_q (Gan_SquMatrix_f *A, Gan_SquMatrix_f *L)
	Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f *	gan_squmatf_cholesky_s (Gan_SquMatrix_f *A)
	Macro: Apply Cholesky factorisation.
Gan_SquMatrix_f *	gan_squmatf_cholesky_i (Gan_SquMatrix_f *A)
	Macro: Apply Cholesky factorisation.

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Function Documentation

Gan_SquMatrix* gan_squmat_cholesky_i (  Gan_SquMatrix *    A )

Macro: Apply Cholesky factorisation. Returns: Result matrix A. Apply Cholesky factorisation to symmetric or diagonal matrix A, computing the result L in-place in A so that .

Gan_SquMatrix* gan_squmat_cholesky_q (  Gan_SquMatrix *    A, Gan_SquMatrix *    L )

Macro: Apply Cholesky factorisation. Returns: Result matrix L. Apply Cholesky factorisation to symmetric or diagonal matrix A, writing result into lower triangular matrix L so that .

Gan_SquMatrix* gan_squmat_cholesky_s (  Gan_SquMatrix *    A )

Macro: Apply Cholesky factorisation. Returns: Result as a new matrix. Apply Cholesky factorisation to symmetric or diagonal matrix A, creating and returning a new lower triangular matrix L for the result so that .

Gan_SquMatrix_f* gan_squmatf_cholesky_i (  Gan_SquMatrix_f *    A )

Macro: Apply Cholesky factorisation. Returns: Result matrix A. Apply Cholesky factorisation to symmetric or diagonal matrix A, computing the result L in-place in A so that .

Gan_SquMatrix_f* gan_squmatf_cholesky_q (  Gan_SquMatrix_f *    A, Gan_SquMatrix_f *    L )

Macro: Apply Cholesky factorisation. Returns: Result matrix L. Apply Cholesky factorisation to symmetric or diagonal matrix A, writing result into lower triangular matrix L so that .

Gan_SquMatrix_f* gan_squmatf_cholesky_s (  Gan_SquMatrix_f *    A )

Macro: Apply Cholesky factorisation. Returns: Result as a new matrix. Apply Cholesky factorisation to symmetric or diagonal matrix A, creating and returning a new lower triangular matrix L for the result so that .

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