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#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
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