Defines core linear algebra routines needed by the solvers. More...

#include "matrix.h"

Data Structures
struct	CholeskyInfo
	Stores info about a Cholesky decomposition. More...

Enumerations
enum	MatrixLinearAlgebraLibrary { libBLAS = 0, libMKL = 1, libEigen = 2, libInternal = 3 }
	List of supported linear algebra libraries. More...

Functions
CholeskyInfo	DefaultCholeskyInfo ()
	Construct a default CholeskyInfo object. More...

void	FreeFactorization (CholeskyInfo *cholinfo)
	Frees any data stored by the external library. More...

int	MatrixAddition (Matrix A, Matrix B, double alpha)
	Add two matrices of the same size, storing the result in `B`. More...

int	MatrixCholeskyFactorize (Matrix *mat)
	Compute the Cholesky decomposition on the matrix `A`. More...

int	MatrixCholeskyFactorizeWithInfo (Matrix mat, CholeskyInfo cholinfo)
	Compute the Cholesky decomposition on the matrix `A`. More...

int	MatrixCholeskySolve (Matrix A, Matrix b)
	Solve a linear system using a precomputed Cholesky factorization. More...

int	MatrixCholeskySolveWithInfo (Matrix A, Matrix b, CholeskyInfo *cholinfo)
	Solve a linear system using a precomputed Cholesky factorization. More...

void	MatrixMultiply (Matrix A, Matrix B, Matrix *C, bool tA, bool tB, double alpha, double beta)
	Matrix multiplication with scaling. More...

void	MatrixSymmetricMultiply (Matrix Asym, Matrix B, Matrix *C, double alpha, double beta)
	Matrix multiplication with a symmetric matrix A. More...

void	MatrixCopyDiagonal (Matrix dest, Matrix src)
	Copy just the diagonal element of `src` to the diagonal of `dest`. More...

enum MatrixLinearAlgebraLibrary	MatrixGetLinearAlgebraLibrary ()
	Get the linear algebra library currently being used. More...

void	MatrixPrintLinearAlgebraLibrary ()
	Prints which linear algebra library is being used to stdout. More...

Detailed Description

Defines core linear algebra routines needed by the solvers.

Data Structures