| 
					
						 Sorry fo my English
  I need 
  I need to get a product of the form L 'M L, where M is the matrix, L L' is the decomposition of Cholesky of another symmetric matrix W.
  It is recommended to use spdmatrixcholesky to obtain Cholesky decomposition. The input is real_2d_array W. As I understood, it is necessary to specify isUpper = false. 
  spdmatrixcholesky(W,nVars,false);
  In this case, the input matrix W will be converted (in place) to W', the lower part of which will contain a triangular matrix of decomposition of Cholesky L from W, the upper part of W does not change.
  According to the documentation, I assume that I can immediately use such a "mixed matrix" (bottom - result, top - the rest of the original data) in operations with matrices. For example, to multiply M left by L', I have to make a call
  rmatrixlefttrsm(nVars,nVars,W',0,0,false,true,1,M,0,0);
  expecting the matrix W' (contains at the bottom of L from W) to be transposed, the resulting l' will be multiplied by M and the result will be stored in M.
  In this case, the upper part of the matrix W' (after transposition - the lower) does not participate in the process and its contents do not affect the result. I don't have to clean it, etc.
  Do I understand the documentation correctly? 
					
  
						
					 |