lapack_cholesky_f32

void lapack_cholesky_f32(float * A, int n, bool lower, int * info)

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Single-precision Cholesky decomposition (in place).

Factors a symmetric positive-definite matrix into either $A = L L^T$ (lower=true) or $A = U^T U$ (lower=false). After the LAPACK call the off-triangle entries are zeroed so the result is a clean lower / upper matrix.

Math

$A = L L^T \quad\text{or}\quad A = U^T U$

References

LAPACK spotrf_.

Parameters

Afloat*

Row-major

n \times n

symmetric positive-definite matrix; overwritten by the requested triangular factor.

nint

Side length.

lowerbool

true for lower triangular

L

, false for upper triangular

U

infoint*

LAPACK status (> 0 means

A

is not positive definite at column info).