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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_LLT_H
+#define EIGEN_LLT_H
+
+/** \ingroup cholesky_Module
+  *
+  * \class LLT
+  *
+  * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
+  *
+  * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
+  * matrix A such that A = LL^* = U^*U, where L is lower triangular.
+  *
+  * While the Cholesky decomposition is particularly useful to solve selfadjoint problems like  D^*D x = b,
+  * for that purpose, we recommend the Cholesky decomposition without square root which is more stable
+  * and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
+  * situations like generalised eigen problems with hermitian matrices.
+  *
+  * Note that during the decomposition, only the upper triangular part of A is considered. Therefore,
+  * the strict lower part does not have to store correct values.
+  *
+  * \sa MatrixBase::llt(), class LDLT
+  */
+template<typename MatrixType> class LLT
+{
+  private:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
+
+    enum {
+      PacketSize = ei_packet_traits<Scalar>::size,
+      AlignmentMask = int(PacketSize)-1
+    };
+
+  public:
+
+    LLT(const MatrixType& matrix)
+      : m_matrix(matrix.rows(), matrix.cols())
+    {
+      compute(matrix);
+    }
+
+    inline Part<MatrixType, Lower> matrixL(void) const { return m_matrix; }
+
+    /** \returns true if the matrix is positive definite */
+    inline bool isPositiveDefinite(void) const { return m_isPositiveDefinite; }
+
+    template<typename RhsDerived, typename ResDerived>
+    bool solve(const MatrixBase<RhsDerived> &b, MatrixBase<ResDerived> *result) const;
+
+    template<typename Derived>
+    bool solveInPlace(MatrixBase<Derived> &bAndX) const;
+
+    void compute(const MatrixType& matrix);
+
+  protected:
+    /** \internal
+      * Used to compute and store L
+      * The strict upper part is not used and even not initialized.
+      */
+    MatrixType m_matrix;
+    bool m_isPositiveDefinite;
+};
+
+/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
+  */
+template<typename MatrixType>
+void LLT<MatrixType>::compute(const MatrixType& a)
+{
+  assert(a.rows()==a.cols());
+  const int size = a.rows();
+  m_matrix.resize(size, size);
+  const RealScalar eps = ei_sqrt(precision<Scalar>());
+
+  RealScalar x;
+  x = ei_real(a.coeff(0,0));
+  m_isPositiveDefinite = x > eps && ei_isMuchSmallerThan(ei_imag(a.coeff(0,0)), RealScalar(1));
+  m_matrix.coeffRef(0,0) = ei_sqrt(x);
+  m_matrix.col(0).end(size-1) = a.row(0).end(size-1).adjoint() / ei_real(m_matrix.coeff(0,0));
+  for (int j = 1; j < size; ++j)
+  {
+    Scalar tmp = ei_real(a.coeff(j,j)) - m_matrix.row(j).start(j).norm2();
+    x = ei_real(tmp);
+    if (x < eps || (!ei_isMuchSmallerThan(ei_imag(tmp), RealScalar(1))))
+    {
+      m_isPositiveDefinite = false;
+      return;
+    }
+    m_matrix.coeffRef(j,j) = x = ei_sqrt(x);
+
+    int endSize = size-j-1;
+    if (endSize>0) {
+      // Note that when all matrix columns have good alignment, then the following
+      // product is guaranteed to be optimal with respect to alignment.
+      m_matrix.col(j).end(endSize) =
+        (m_matrix.block(j+1, 0, endSize, j) * m_matrix.row(j).start(j).adjoint()).lazy();
+
+      // FIXME could use a.col instead of a.row
+      m_matrix.col(j).end(endSize) = (a.row(j).end(endSize).adjoint()
+        - m_matrix.col(j).end(endSize) ) / x;
+    }
+  }
+}
+
+/** Computes the solution x of \f$ A x = b \f$ using the current decomposition of A.
+  * The result is stored in \a bAndx
+  *
+  * \returns true in case of success, false otherwise.
+  *
+  * In other words, it computes \f$ b = A^{-1} b \f$ with
+  * \f$ {L^{*}}^{-1} L^{-1} b \f$ from right to left.
+  * \param bAndX stores both the matrix \f$ b \f$ and the result \f$ x \f$
+  *
+  * Example: \include LLT_solve.cpp
+  * Output: \verbinclude LLT_solve.out
+  *
+  * \sa LLT::solveInPlace(), MatrixBase::llt()
+  */
+template<typename MatrixType>
+template<typename RhsDerived, typename ResDerived>
+bool LLT<MatrixType>::solve(const MatrixBase<RhsDerived> &b, MatrixBase<ResDerived> *result) const
+{
+  const int size = m_matrix.rows();
+  ei_assert(size==b.rows() && "LLT::solve(): invalid number of rows of the right hand side matrix b");
+  return solveInPlace((*result) = b);
+}
+
+/** This is the \em in-place version of solve().
+  *
+  * \param bAndX represents both the right-hand side matrix b and result x.
+  *
+  * This version avoids a copy when the right hand side matrix b is not
+  * needed anymore.
+  *
+  * \sa LLT::solve(), MatrixBase::llt()
+  */
+template<typename MatrixType>
+template<typename Derived>
+bool LLT<MatrixType>::solveInPlace(MatrixBase<Derived> &bAndX) const
+{
+  const int size = m_matrix.rows();
+  ei_assert(size==bAndX.rows());
+  if (!m_isPositiveDefinite)
+    return false;
+  matrixL().solveTriangularInPlace(bAndX);
+  m_matrix.adjoint().template part<Upper>().solveTriangularInPlace(bAndX);
+  return true;
+}
+
+/** \cholesky_module
+  * \returns the LLT decomposition of \c *this
+  */
+template<typename Derived>
+inline const LLT<typename MatrixBase<Derived>::EvalType>
+MatrixBase<Derived>::llt() const
+{
+  return LLT<typename ei_eval<Derived>::type>(derived());
+}
+
+#endif // EIGEN_LLT_H