Cholesky (1161B)
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 8 #ifndef EIGEN_CHOLESKY_MODULE_H 9 #define EIGEN_CHOLESKY_MODULE_H 10 11 #include "Core" 12 #include "Jacobi" 13 14 #include "src/Core/util/DisableStupidWarnings.h" 15 16 /** \defgroup Cholesky_Module Cholesky module 17 * 18 * 19 * 20 * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. 21 * Those decompositions are also accessible via the following methods: 22 * - MatrixBase::llt() 23 * - MatrixBase::ldlt() 24 * - SelfAdjointView::llt() 25 * - SelfAdjointView::ldlt() 26 * 27 * \code 28 * #include <Eigen/Cholesky> 29 * \endcode 30 */ 31 32 #include "src/Cholesky/LLT.h" 33 #include "src/Cholesky/LDLT.h" 34 #ifdef EIGEN_USE_LAPACKE 35 #ifdef EIGEN_USE_MKL 36 #include "mkl_lapacke.h" 37 #else 38 #include "src/misc/lapacke.h" 39 #endif 40 #include "src/Cholesky/LLT_LAPACKE.h" 41 #endif 42 43 #include "src/Core/util/ReenableStupidWarnings.h" 44 45 #endif // EIGEN_CHOLESKY_MODULE_H