This collection of C++ templates wraps the FORTRAN or C interfaces for LAPACK so that they integrate with the Boost uBLAS library. Currently implements Cholesky decomposition, LU decomposition, inversion and determinant for general and positive-defin

In linear algebra, the Cholesky decomposition or Cholesky factorization is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, useful for efficient numerical solutions an