/******************************************************** * ██████╗ ██████╗████████╗██╗ * ██╔════╝ ██╔════╝╚══██╔══╝██║ * ██║ ███╗██║ ██║ ██║ * ██║ ██║██║ ██║ ██║ * ╚██████╔╝╚██████╗ ██║ ███████╗ * ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝ * Geophysical Computational Tools & Library (GCTL) * * Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn) * * GCTL is distributed under a dual licensing scheme. You can redistribute * it and/or modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation, either version 2 * of the License, or (at your option) any later version. You should have * received a copy of the GNU Lesser General Public License along with this * program. If not, see . * * If the terms and conditions of the LGPL v.2. would prevent you from using * the GCTL, please consider the option to obtain a commercial license for a * fee. These licenses are offered by the GCTL's original author. As a rule, * licenses are provided "as-is", unlimited in time for a one time fee. Please * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget * to include some description of your company and the realm of its activities. * Also add information on how to contact you by electronic and paper mail. ******************************************************/ #ifndef _CHOLESKY_H #define _CHOLESKY_H #include "gctl/core.h" namespace gctl { /** * @brief Cholesky matrix decomposition to lower triangular matrix and its conjugate transpose * * @note Restricted to positive-definite matrices */ class cholesky { public: cholesky(matrix &sourceMatrix); // Matrix is decomposed in-place virtual ~cholesky(){} void decompose(); ///< Decomposition into triangular matrices. void solve(const array& b, array &x); ///< Solve for x in form Ax = b. A is the original input matrix. protected: cholesky(const gctl::cholesky&) = delete; void operator=(const gctl::cholesky&) = delete; matrix &decomposedMatrix; }; } #endif // _CHOLESKY_H