Cholesky 1.2 KB

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  1. // This file is part of Eigen, a lightweight C++ template library
  2. // for linear algebra.
  3. //
  4. // This Source Code Form is subject to the terms of the Mozilla
  5. // Public License v. 2.0. If a copy of the MPL was not distributed
  6. // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
  7. #ifndef EIGEN_CHOLESKY_MODULE_H
  8. #define EIGEN_CHOLESKY_MODULE_H
  9. #include "Core"
  10. #include "Jacobi"
  11. #include "src/Core/util/DisableStupidWarnings.h"
  12. /** \defgroup Cholesky_Module Cholesky module
  13. *
  14. *
  15. *
  16. * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
  17. * Those decompositions are also accessible via the following methods:
  18. * - MatrixBase::llt()
  19. * - MatrixBase::ldlt()
  20. * - SelfAdjointView::llt()
  21. * - SelfAdjointView::ldlt()
  22. *
  23. * \code
  24. * #include <Eigen/Cholesky>
  25. * \endcode
  26. */
  27. #include "src/Cholesky/LLT.h"
  28. #include "src/Cholesky/LDLT.h"
  29. #ifdef EIGEN_USE_LAPACKE
  30. #ifdef EIGEN_USE_MKL
  31. #include "mkl_lapacke.h"
  32. #else
  33. #include "src/misc/lapacke.h"
  34. #endif
  35. #include "src/Cholesky/LLT_LAPACKE.h"
  36. #endif
  37. #include "src/Core/util/ReenableStupidWarnings.h"
  38. #endif // EIGEN_CHOLESKY_MODULE_H
  39. /* vim: set filetype=cpp et sw=2 ts=2 ai: */