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(git:b77b4be)
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various cholesky decomposition related routines More...
Functions/Subroutines | |
subroutine, public | cp_cfm_cholesky_decompose (matrix, n, info_out) |
Used to replace a symmetric positive definite matrix M with its Cholesky decomposition U: M = U^T * U, with U upper triangular. | |
subroutine, public | cp_cfm_cholesky_invert (matrix, n, info_out) |
Used to replace Cholesky decomposition by the inverse. | |
various cholesky decomposition related routines
subroutine, public cp_cfm_cholesky::cp_cfm_cholesky_decompose | ( | type(cp_cfm_type), intent(in) | matrix, |
integer, intent(in), optional | n, | ||
integer, intent(out), optional | info_out | ||
) |
Used to replace a symmetric positive definite matrix M with its Cholesky decomposition U: M = U^T * U, with U upper triangular.
matrix | the matrix to replace with its Cholesky decomposition |
n | the number of row (and columns) of the matrix & (defaults to the min(size(matrix))) |
info_out | if present, outputs info from (p)zpotrf |
Definition at line 50 of file cp_cfm_cholesky.F.
subroutine, public cp_cfm_cholesky::cp_cfm_cholesky_invert | ( | type(cp_cfm_type), intent(in) | matrix, |
integer, intent(in), optional | n, | ||
integer, intent(out), optional | info_out | ||
) |
Used to replace Cholesky decomposition by the inverse.
matrix | : the matrix to invert (must be an upper triangular matrix), and is the output of Cholesky decomposition |
n | : size of the matrix to invert (defaults to the min(size(matrix))) |
info_out | : if present, outputs info of (p)zpotri |
Definition at line 111 of file cp_cfm_cholesky.F.