blas.hpp File Reference

BLAS (Basic Linear Algebra Subprograms) utility functions. More...

#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/vector_expression.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_expression.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/triangular.hpp>

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Typedefs
using	vmcmc::Vector = ublas::vector< double, std::vector< double >>
using	vmcmc::Matrix = ublas::matrix< double, ublas::row_major, std::vector< double >>
using	vmcmc::MatrixLower = ublas::triangular_matrix< double, ublas::lower, ublas::row_major, std::vector< double >>
using	vmcmc::MatrixUnitLower = ublas::triangular_matrix< double, ublas::unit_lower, ublas::row_major, std::vector< double >>

Functions
template<typename InputMatrix , typename OutputTriangularMatrix >
size_t	vmcmc::choleskyDecompose (const InputMatrix &A, OutputTriangularMatrix &L)
	Decompose a symmetric positive definit matrix A into product L L^T. More...
template<typename T , typename A >
bool	boost::numeric::ublas::operator== (const vector< T, A > &v1, const vector< T, A > &v2)
template<typename T , typename A >
bool	boost::numeric::ublas::operator!= (const vector< T, A > &v1, const vector< T, A > &v2)
template<typename T , typename L , typename A >
bool	boost::numeric::ublas::operator== (const matrix< T, L, A > &m1, const matrix< T, L, A > &m2)
template<typename T , typename L , typename A >
bool	boost::numeric::ublas::operator!= (const matrix< T, L, A > &m1, const matrix< T, L, A > &m2)
template<typename T , typename TRI , typename L , typename A >
bool	boost::numeric::ublas::operator== (const triangular_matrix< T, TRI, L, A > &m1, const triangular_matrix< T, TRI, L, A > &m2)
template<typename T , typename TRI , typename L , typename A >
bool	boost::numeric::ublas::operator!= (const triangular_matrix< T, TRI, L, A > &m1, const triangular_matrix< T, TRI, L, A > &m2)

Detailed Description

BLAS (Basic Linear Algebra Subprograms) utility functions.

Copyright

Copyright 2016 Marco Kleesiek. Released under the GNU Lesser General Public License v3.

Date

29.07.2016

Author

marco.nosp@m.@kle.nosp@m.esiek.nosp@m..com

Function Documentation

template<typename InputMatrix , typename OutputTriangularMatrix >

size_t vmcmc::choleskyDecompose ( const InputMatrix &  A, OutputTriangularMatrix &  L  )

inline

Decompose a symmetric positive definit matrix A into product L L^T.

Parameters

A	A Square symmetric positive definit input matrix. Only the lower triangle is accessed.
L	Lower triangular output matrix, the Cholesky decomposition.

Returns

Nonzero if decomposition fails (then the value is 1 + the number of the failing row)