Perl Pure Data
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PDL-CholeskyPP Cholesky decomposition decomposes a positive definite matrix A (any square matrix such that for all column vectors v, v->transpose() x A x v > 0) into a triangular matrix U such that U->transpose() x U = A. It can be thought of as a matrix square root. This module implements the cholesky decomposition in pdlpp, without any external depencies like LAPACK or GSL. It was written b/c there was no dependency-free implementation. use PDL::CholeskyPP; my $chol = $posdef->cholesky(); INSTALLATION To install this module, run the following commands: perl Makefile.PL make make test make install SUPPORT AND DOCUMENTATION See: perldoc PDL::CholeskyPP and: https://github.com/tnishimura/PDL-CholeskyPP LICENSE AND COPYRIGHT Copyright (C) 2012 T. Nishimura This program is free software; you can redistribute it and/or modify it under the terms of either: the GNU General Public License as published by the Free Software Foundation; or the Artistic License. See http://dev.perl.org/licenses/ for more information.