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potrf2

bola::potrf2

Function potrf2 

Source 
pub unsafe fn potrf2(
    uplo: char,
    n: usize,
    a: *mut f64,
    lda: usize,
) -> Result<(), String>
Expand description

Computes the Cholesky factorisation of a symmetric, positive-definite matrix (unblocked version).

  • If uplo = ‘U’, then $A = U^T U$, where U is an upper triangular matrix.
  • If uplo = ‘L’, then $A = L L^T$, where L is a lower triangular matrix.

§Arguments

  • uplo - A character specifying which triangular part of A is stored and computed:
    • ‘U’ or ‘u’: Upper triangle of A.
    • ‘L’ or ‘l’: Lower triangle of A.
  • n - The order of the matrix A. n must be non-negative.
  • a - A raw mutable pointer to the first element of the N-by-N matrix A (in column-major order). On exit, the specified uplo part of A is overwritten with the Cholesky factor.
  • lda - The leading dimension of the matrix A. lda must be at least max(1, n).

§Returns

  • Ok(()) - If the factorization completed successfully.
  • Err(String)