PDL Cholesky Decomposition implemented in pdlpp without external dependencies.
Perl Pure Data
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MANIFEST
Makefile.PL
README
choleskypp.pd
ignore.txt

README

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.