MatrixType
cholesky_invert(MatrixType a)
{
// factorize
int info = potrf(a);
if (info != 0)
{
throw std::runtime_error("potrf failed in cholesky_invert " +
std::to_string(info));
}
potri(a);
return make_symmetric(a);
}
inline
int potri (CBLAS_UPLO const uplo, SymmA& a) {
CBLAS_ORDER const stor_ord
= enum_cast<CBLAS_ORDER const>
(storage_order<
#ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
typename traits::matrix_traits<SymmA>::ordering_type
#else
typename SymmA::orientation_category
#endif
>::value);
int const n = traits::matrix_size1 (a);
assert (n == traits::matrix_size2 (a));
return potri (stor_ord, uplo, n,
traits::matrix_storage (a),
traits::leading_dimension (a));
}
inline
int cholesky_invert (SymmA& a) { return potri (a); }