/********************************************************
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* 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