t-nissie

! cholesky_d.f -*-f90-*-
! Using Cholesky decomposition, cholesky_d.f solve a linear equation Ax=b,
! where A is a n by n positive definite real symmetric matrix, x and b are
! real*8 vectors length n.
!
! Time-stamp: <2015-06-25 18:05:47 takeshi>
! Author: Takeshi NISHIMATSU
! Licence: GPLv3
!
! [1] A = G tG, where G is a lower triangular matrix and tG is transpose of G.

Imxset21

/**
  @file lapack_cholesky.c
  @author Pedro Rittner
  @date November 25, 2014
  @brief Small example for how to perform a Cholesky decomposition using LAPACK

  A small example performing a Cholesky decomposition using LAPACK's C API.
  This is meant to demystify the API somewhat and to make it clearer what
  is happening in terms of the function call/arguments/etc.