sybfd.h File Reference

Factorization and solving of real symmetric positive definite band matrices. More...

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Functions
void	LaSymmBandMatFactorizeIP (LaSymmBandMatDouble &A)
void	LaSymmBandMatFactorize (const LaSymmBandMatDouble &A, LaSymmBandMatDouble &AF)
void	LaLinearSolveIP (LaSymmBandMatDouble &A, LaGenMatDouble &B)
void	LaLinearSolve (const LaSymmBandMatDouble A, LaGenMatDouble &X, const LaGenMatDouble &B)

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Detailed Description

Factorization and solving of real symmetric positive definite band matrices.

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Function Documentation

void LaSymmBandMatFactorizeIP

(

LaSymmBandMatDouble &

A

)

Factorize a real-valued symmetric positive definite band matrix with Cholesky factorization, in-place.

Parameters:

A

On entry, a real-valued symmetric positive definite band matrix A of dimension N x N. On exit, the lower triangular Cholesky factorization B with

void LaSymmBandMatFactorize	(	const LaSymmBandMatDouble &	A,
		LaSymmBandMatDouble &	AF
	)

Factorize a real-valued symmetric positive definite band matrix with Cholesky.

Parameters:

	A	On entry, a real-valued symmetric positive definite band matrix A of dimension N x N.
	AF	On exit, the lower triangular Cholesky factorization of A with

void LaLinearSolveIP	(	LaSymmBandMatDouble &	A,
		LaGenMatDouble &	B
	)

Solve A*X=B in-place where A is a real-valued symmetric positive definite band matrix.

The solution will be calulated in-place that means that A is overwritten during the process with the Cholesky-factorization and B will hold the solution afterwards.

Parameters:

	A	On entry, the real-valued symmetric positive definite band matrix A of dimension N x N. On exit, the cholesky factorization.
	B	On entry, the general matrix B of dimension N x M. On exit, the solution matrix X for A*X = B.

void LaLinearSolve	(	const LaSymmBandMatDouble	A,
		LaGenMatDouble &	X,
		const LaGenMatDouble &	B
	)

Solve A*X=B where A is a real-valued symmetric positive definite band matrix.

Parameters:

	A	On entry, a real-valued symmetric positive definite band matrix A of dimension N x N.
	B	On entry, the general matrix B of dimension N x M.
	X	On exit, the solution matrix X with A*X = B.

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