HLIBpro
2.8.1

computes Cholesky factorisation \( A = LL^T \) or \( A=LL^H \) More...
#include <mat_fac.hh>
This class computes the Cholesky factorisation \f$A = LL^T\f$ (\f$A = LL^H\f$) of a symmetric (hermitian) matrix \f$A\f$ with lower triangular matrix \f$L\f$. Support for multiple threads is available, although the expectable speedup is limited, e.g. best suited for at most 4 threads.