la_cholesky Module Reference

Cholesky factorization of a matrix, based on LAPACK POTRF functions. More...

Data Types
interface	chol
	Computes the Cholesky factorization $A = L \cdot L^T$, or $A = U^T \cdot U$. More...
interface	cholesky
	Computes the Cholesky factorization $A = L \cdot L^T$, or $A = U^T \cdot U$. More...

Detailed Description

Cholesky factorization of a matrix, based on LAPACK POTRF functions.