/* file: cholesky.c */
/* Take the cholesky decomposition in the manner described in FA Graybill
(1976).
*/
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
int cholesky(double **orig, int n, double **aug, int mcol,double **chol, double **cholaug, int ofs)
/*
Do the augmented cholesky decomposition as described in FA Graybill
(1976) Theory and Application of the Linear Model. The original matrix
must be symmetric positive definite. The augmentation matrix, or
series of column vectors, are multiplied by C^-t, where C is the
upper triangular cholesky matrix, ie C^t * C = M and M is the original
/* Take the cholesky decomposition in the manner described in FA Graybill
(1976).
*/
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
int cholesky(double **orig, int n, double **aug, int mcol,double **chol, double **cholaug, int ofs)
/*
Do the augmented cholesky decomposition as described in FA Graybill
(1976) Theory and Application of the Linear Model. The original matrix
must be symmetric positive definite. The augmentation matrix, or
series of column vectors, are multiplied by C^-t, where C is the
upper triangular cholesky matrix, ie C^t * C = M and M is the original