| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 1 | // This file is part of Eigen, a lightweight C++ template library |
| 2 | // for linear algebra. |
| 3 | // |
| 4 | // This Source Code Form is subject to the terms of the Mozilla |
| 5 | // Public License v. 2.0. If a copy of the MPL was not distributed |
| 6 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
| 7 | |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 8 | #ifndef EIGEN_CHOLESKY_MODULE_H |
| 9 | #define EIGEN_CHOLESKY_MODULE_H |
| 10 | |
| 11 | #include "Core" |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 12 | #include "Jacobi" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 13 | |
| 14 | #include "src/Core/util/DisableStupidWarnings.h" |
| 15 | |
| 16 | /** \defgroup Cholesky_Module Cholesky module |
| 17 | * |
| 18 | * |
| 19 | * |
| 20 | * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 21 | * Those decompositions are also accessible via the following methods: |
| 22 | * - MatrixBase::llt() |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 23 | * - MatrixBase::ldlt() |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 24 | * - SelfAdjointView::llt() |
| 25 | * - SelfAdjointView::ldlt() |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 26 | * |
| 27 | * \code |
| 28 | * #include <Eigen/Cholesky> |
| 29 | * \endcode |
| 30 | */ |
| 31 | |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 32 | #include "src/Cholesky/LLT.h" |
| 33 | #include "src/Cholesky/LDLT.h" |
| 34 | #ifdef EIGEN_USE_LAPACKE |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 35 | #ifdef EIGEN_USE_MKL |
| 36 | #include "mkl_lapacke.h" |
| 37 | #else |
| 38 | #include "src/misc/lapacke.h" |
| 39 | #endif |
| 40 | #include "src/Cholesky/LLT_LAPACKE.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 41 | #endif |
| 42 | |
| 43 | #include "src/Core/util/ReenableStupidWarnings.h" |
| 44 | |
| 45 | #endif // EIGEN_CHOLESKY_MODULE_H |
| 46 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ |