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

[Christian S. <sti...@tu...>]

Hi,

Jacob (Jack) Gryn schrieb:
> I was wondering if anyone had implemented Cholesky Decomposition to=20
> obtain D or D=92 from A, in the equation A=3DD=92D (with D=92 as the tr=
anspose=20
> of D)?  I noticed a Cholesky factorization in linslv.cc, but I don=92t=20
> think it=92s what I=92m looking for.

In linslv.cc the name only refers to the fact that the linear solver=20
internally uses such a decomposition, so that doesn't help you.

> The LAPACK functions I most likely need are either
>=20
> DPOTRF  or  DPBTRF

Oh, wait, these two functions are already all that you need? "grep=20
dpotrf include/*.h" tells you that in fact these are available -- either=20
as inline functions in fmd.h or in the classes in spdfd.h or sybfd.h.

However, I never tested any of these, so you should verify they really=20
do what they are supposed to. If there is any problem, I will happily=20
assist you in fixing them.

Christian