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

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

Is there any documentation on the following matrices:
LaSymmBandMatDouble
LaSymmBandFactDouble
LaSpdMatDouble
LaSpdFactDouble

As it stands, I don't really see anything to convert from a symmetric
LaGenMatDouble to a LaSymmBandMatDouble or vice versa. =20

Is it possible to re-implement DPOTRF and/or DPBTRF to work with
LaGenMatDouble's?

Jack

> -----Original Message-----
> From: lap...@li... =
[mailto:lapackpp-devel-
> ad...@li...] On Behalf Of Christian Stimming
> Sent: March 16, 2005 3:12 AM
> To: Jacob (Jack) Gryn
> Cc: lap...@li...
> Subject: Re: [Lapackpp-devel] Cholesky Decomposition A =3D D'D
>=20
> Hi,
>=20
> Jacob (Jack) Gryn schrieb:
> > I was wondering if anyone had implemented Cholesky Decomposition to
> > obtain D or D' from A, in the equation A=3DD'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.
>=20
> In linslv.cc the name only refers to the fact that the linear solver
> internally uses such a decomposition, so that doesn't help you.
>=20
> > The LAPACK functions I most likely need are either
> >
> > DPOTRF  or  DPBTRF
>=20
> Oh, wait, these two functions are already all that you need? "grep
> dpotrf include/*.h" tells you that in fact these are available -- =
either
> as inline functions in fmd.h or in the classes in spdfd.h or sybfd.h.
>=20
> However, I never tested any of these, so you should verify they really
> do what they are supposed to. If there is any problem, I will happily
> assist you in fixing them.
>=20
> Christian
>=20
>=20
>=20
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