flower-1.0.2

diff --git a/flower/choleski.hh b/flower/choleski.hh
new file mode 100644 (file)
index 0000000..c6cb917
--- /dev/null
+++ b/flower/choleski.hh
@@ -0,0 +1,46 @@
+#ifndef CHOLESKI_HH
+#define CHOLESKI_HH
+
+#include "matrix.hh"
+
+struct Choleski_decomposition {
+
+    /// lower triangle of Choleski decomposition
+    Matrix L;
+
+    /// diagonal 
+    Vector D;
+    ///Create decomposition of P
+    Choleski_decomposition(Matrix P);
+    /**
+    PRE
+    P needs to be symmetric positive definite
+    */
+    
+    Vector solve(Vector rhs) const;
+    Vector operator * (Vector rhs) const { return solve (rhs); }
+    /**
+    solve Px = rhs
+    */
+
+    Matrix inverse() const;
+    /**
+    return the inverse of the matrix P.
+    */
+
+    Matrix original() const;
+    /**
+    return P,  calc'ed from L and D
+    */
+        
+};
+/**
+    structure for using the LU decomposition of a positive definite .
+
+    #P# is split  into
+
+    LD transpose(L)
+    */
+    
+
+#endif