ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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pm_matrixChol.F90 File Reference

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Data Types

interface  pm_matrixChol::setChoLow
 [LEGACY code]
Return the lower-triangle of the Cholesky factorization \(L\) of the symmetric positive-definite real-valued matrix represented by the upper-triangle of the input argument \(\ms{mat} = L.L^T\).
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interface  pm_matrixChol::getMatChol
 Generate and return the upper or the lower Cholesky factorization of the input symmetric positive-definite matrix represented by the upper-triangle of the input argument \(\ms{mat} = L.L^T\).
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interface  pm_matrixChol::setMatChol
 Compute and return the lower/upper-triangle of the Cholesky factorization \(L\) of the input Symmetric/Hermitian positive-definite triangular matrix.
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Modules

module  pm_matrixChol
 This module contains procedures and generic interfaces for computing the Cholesky factorization of positive definite matrices.

 

Variables

character(*, SK), parameter pm_matrixChol::MODULE_NAME = "@pm_matrixChol"