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subroutine, public | cp_fm_cholesky::cp_fm_cholesky_decompose (matrix, n, info_out) |
| used to replace a symmetric positive def. matrix M with its cholesky decomposition U: M = U^T * U, with U upper triangular More...
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subroutine, public | cp_fm_cholesky::cp_fm_cholesky_invert (matrix, n, info_out) |
| used to replace the cholesky decomposition by the inverse More...
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subroutine, public | cp_fm_cholesky::cp_fm_cholesky_reduce (matrix, matrixb, itype) |
| reduce a matrix pencil A,B to normal form B has to be cholesky decomposed with cp_fm_cholesky_decompose before calling this routine A,B -> inv(U^T)*A*inv(U),1 (AX=BX -> inv(U^T)*A*inv(U)*U*X=U*X hence evecs U*X) More...
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subroutine, public | cp_fm_cholesky::cp_fm_cholesky_restore (matrix, neig, matrixb, matrixout, op, pos, transa) |
| ... More...
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