vsip_dchold_p - Perform Cholesky Decomposition

Core

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6.4.4 vsip_dchold_p - Perform Cholesky Decomposition

int vsip_chold_f(vsip_chol_f *chold, const vsip_mview_f *a); 
int vsip_cchold_f(vsip_cchol_f *chold, const vsip_cmview_f *a);

Description

This function performs the Cholesky decomposition of a symmetric positive definite matrix $A$ using the provided Cholesky decomposition object. The decomposition expresses $A$ as the product of a triangular matrix and its transpose:

When uplo = VSIP_MAT_LOW:

T A =LL

H A =LL

When uplo = VSIP_MAT_UPP:

T A =U U

H A= U U

Where $L$ is a lower triangular matrix and $U$ is an upper triangular matrix.

Parameters

vsip_dchol_p* chold: Pointer to the Cholesky decomposition object created with vsip_dchold_create_p .
const vsip_dmview_p* a: Pointer to the input matrix to be decomposed. The matrix must be symmetric positive definite and have dimensions matching those specified when the Cholesky object was created.

Return Value

Returns 0 on success.
Returns a non-zero value on error (e.g., if the matrix is not positive definite or dimensions don’t match).

Notes

The input matrix $A$ must be symmetric and positive definite. The function will fail if the matrix is not positive definite.
The matrix dimensions must match those specified when the Cholesky object was created.
The decomposition overwrites the contents of the Cholesky object with the new decomposition.
The Cholesky object can be reused for multiple decompositions by calling this function multiple times with different input matrices (as long as they have the same dimensions).

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