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 using the provided Cholesky decomposition object. The decomposition expresses as the product of a triangular matrix and its transpose:

When uplo = VSIP_MAT_LOW:

When uplo = VSIP_MAT_UPP:

Where is a lower triangular matrix and 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 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).