[Lapackpp-devel] Cholesky Decomposition A = D'D

[Jacob \(Jack\) G. <jg...@cs...>]

I was wondering if anyone had implemented Cholesky Decomposition to obtain D
or D' from A, in the equation A=D'D (with D' as the transpose of D)?  I
noticed a Cholesky factorization in linslv.cc, but I don't think it's what
I'm looking for.

 

The LAPACK functions I most likely need are either 

DPOTRF  or  DPBTRF

 

Let me know if the existing functions can do what I want, if not, let me
know if you have any tips as to how I can implement one of these functions
into lapackpp.

 

Thanks

 

Jack