This section describes Intel® Integrated Performance Primitives (Intel® IPP) functions for small matrices that decompose square matrices and solve system of linear equations by back substitution.
Function Base Name | Operation |
---|---|
LUDecomp | Decomposes square matrix into product of upper and lower triangular matrices. |
LUBackSubst | Solves system of linear equations with LU-factored square matrix. |
CholeskyDecomp | Performs Cholesky decomposition of a symmetric positive definite square matrix. |
CholeskyBackSubst | Solves system of linear equations using the Cholesky triangular factor. |
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