/usr/include/eigen3/Eigen/Cholesky is in libeigen3-dev 3.2.0-8.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | #ifndef EIGEN_CHOLESKY_MODULE_H
#define EIGEN_CHOLESKY_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup Cholesky_Module Cholesky module
*
*
*
* This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
* Those decompositions are accessible via the following MatrixBase methods:
* - MatrixBase::llt(),
* - MatrixBase::ldlt()
*
* \code
* #include <Eigen/Cholesky>
* \endcode
*/
#include "src/misc/Solve.h"
#include "src/Cholesky/LLT.h"
#include "src/Cholesky/LDLT.h"
#ifdef EIGEN_USE_LAPACKE
#include "src/Cholesky/LLT_MKL.h"
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_CHOLESKY_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
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