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src / Utils

mcholesky.C File Reference


Namespaces

namespace  OPTPP

Functions

Real square (Real x)
ReturnMatrix PertChol (SymmetricMatrix &, Real, Real &)
ReturnMatrix MCholesky (SymmetricMatrix &S)

Function Documentation

ReturnMatrix MCholesky (  SymmetricMatrix &  S  ) 
 

ReturnMatrix PertChol (  SymmetricMatrix &  ,
Real  ,
Real & 
) 
 

Real square (  Real  x  )  [static]
 

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Documentation, generated by , last revised August 30, 2006.