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Diffstat (limited to '')
| -rw-r--r-- | src/Eigen/Cholesky | 45 |
1 files changed, 45 insertions, 0 deletions
diff --git a/src/Eigen/Cholesky b/src/Eigen/Cholesky new file mode 100644 index 0000000..a318ceb --- /dev/null +++ b/src/Eigen/Cholesky @@ -0,0 +1,45 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_CHOLESKY_MODULE_H +#define EIGEN_CHOLESKY_MODULE_H + +#include "Core" +#include "Jacobi" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** \defgroup Cholesky_Module Cholesky module + * + * + * + * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. + * Those decompositions are also accessible via the following methods: + * - MatrixBase::llt() + * - MatrixBase::ldlt() + * - SelfAdjointView::llt() + * - SelfAdjointView::ldlt() + * + * \code + * #include <Eigen/Cholesky> + * \endcode + */ + +#include "src/Cholesky/LLT.h" +#include "src/Cholesky/LDLT.h" +#ifdef EIGEN_USE_LAPACKE +#ifdef EIGEN_USE_MKL +#include "mkl_lapacke.h" +#else +#include "src/misc/lapacke.h" +#endif +#include "src/Cholesky/LLT_LAPACKE.h" +#endif + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_CHOLESKY_MODULE_H |