templateLapack.hpp File Reference

Declares and defines templatized wrappers for the Lapack library. More...

Declares and defines templatized wrappers for the Lapack library.

Author

Jared R. Males (jared.nosp@m.male.nosp@m.s@gma.nosp@m.il.c.nosp@m.om)

Definition in file templateLapack.hpp.

Go to the source code of this file.

Namespaces
	mx
	The mxlib c++ namespace.

Functions
template<typename dataT >
dataT	mx::math::lamch (char CMACH)
	Determine machine parameters. More...
template<typename dataT >
MXLAPACK_INT	mx::math::potrf (char UPLO, MXLAPACK_INT N, dataT *A, MXLAPACK_INT LDA, MXLAPACK_INT &INFO)
	Compute the Cholesky factorization of a real symmetric positive definite matrix A. More...
template<typename dataT >
MXLAPACK_INT	mx::math::sytrd (char UPLO, MXLAPACK_INT N, dataT *A, MXLAPACK_INT LDA, dataT *D, dataT *E, dataT *TAU, dataT *WORK, MXLAPACK_INT LWORK, MXLAPACK_INT INFO)
	Reduce a real symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation. More...
template<typename dataT >
MXLAPACK_INT	mx::math::syevr (char JOBZ, char RANGE, char UPLO, MXLAPACK_INT N, dataT *A, MXLAPACK_INT LDA, dataT VL, dataT VU, MXLAPACK_INT IL, MXLAPACK_INT IU, dataT ABSTOL, MXLAPACK_INT *M, dataT *W, dataT *Z, MXLAPACK_INT LDZ, MXLAPACK_INT *ISUPPZ, dataT *WORK, MXLAPACK_INT LWORK, MXLAPACK_INT *IWORK, MXLAPACK_INT LIWORK)
	Compute selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix. More...
template<typename dataT >
MXLAPACK_INT	mx::math::gesvd (char JOBU, char JOBVT, MXLAPACK_INT M, MXLAPACK_INT N, dataT *A, MXLAPACK_INT LDA, dataT *S, dataT *U, MXLAPACK_INT LDU, dataT *VT, MXLAPACK_INT LDVT, dataT *WORK, MXLAPACK_INT LWORK)
	Compute the singular value decomposition (SVD) of a real matrix. More...

Function Documentation

potrf()

template<typename dataT >

MXLAPACK_INT mx::math::potrf	(	char	UPLO,
		MXLAPACK_INT	N,
		dataT *	A,
		MXLAPACK_INT	LDA,
		MXLAPACK_INT &	INFO
	)

Compute the Cholesky factorization of a real symmetric positive definite matrix A.

The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular.

Parameters

[in]	UPLO	'U' if upper triangle of A is stored, 'L' if lower triangle of A is stored.
[in]	N	The order of the matrix A, >= 0.
	A	[in.out] Symmetric matrix of dimension (LDA,N), stored as specified in UPLO. Note that the opposite half is not referenced.
[in]	LDA	The leading dimension of A.
[out]	INFO	0 on success, < 0 -INFO means the i-th argument had an illegal value, >0 the leading minor of order INFO is not positive definite, and the factorization could not be completed.

References mx::math::potrf().

Referenced by mx::math::potrf().