Cholesky factorization of semi-definite matrices in C++
I am to implement a function to do a Cholesky factorization of a semidefinite matrix in C++ and am wondering if there is an library/anything out there that is already optimized. It is to work as or similar to what is described in this:

http://www.sciencedirect.com/science/article/pii/S0096300310012713

This is an example for positive definite but it doesn't work for positive semi-definite: http://en.wikipedia.org/wiki/Cholesky_decomposition#The_Cholesky.E2.80.93Banachiewicz_and_Cholesky.E2.80.93Crout_algorithms

The program must be in C++, with no C/FORTRAN libraries, (think pointy hared boss giving instructions) which means ATLAS, LAPACK, ect. are out. I have looked through MTL + Boost but theirs only works for positive definite matrices. Are there any libraries that I haven't found, or even single functions that have been written?
Cholesky factorization of semi-definite matrices in C++
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I am to implement a function to do a Cholesky factorization of a semidefinite matrix in C++ and am wondering if there is an library/anything out there that is already optimized. It is to work as or similar to what is described in this:

http://www.sciencedirect.com/science/article/pii/S0096300310012713

This is an example for positive definite but it doesn't work for positive semi-definite: http://en.wikipedia.org/wiki/Cholesky_decomposition#The_Cholesky.E2.80.93Banachiewicz_and_Cholesky.E2.80.93Crout_algorithms

The program must be in C++, with no C/FORTRAN libraries, (think pointy hared boss giving instructions) which means ATLAS, LAPACK, ect. are out. I have looked through MTL + Boost but theirs only works for positive definite matrices. Are there any libraries that I haven't found, or even single functions that have been written?