In file cholesky.hpp: The Cholesky-factorization of a symmetric dense matrix.
Documentation
The Cholesky-factorization of a symmetric dense matrix.
A = L D L^T
Public Methods
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CholeskyFactors(const FlatMatrix<T> & a)
- Factor the matrix A
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~CholeskyFactors()
- Delete memory
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void Mult(const FlatVector<TV> & x, FlatVector<TV> & y) const
- Multiply with the inverse of A
-
ostream& Print(ostream & ost) const
- Print factorization
Protected Fields
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int n
- matrix size
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T* lfact
- left factor
-
T* diag
- inverse diagonal
Private Methods
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T* PRow(int i)
- first element in row
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const T* PRow(int i) const
- first element in row
int n
- matrix size
T* lfact
- left factor
T* diag
- inverse diagonal
CholeskyFactors(const FlatMatrix<T> & a)
- Factor the matrix A
~CholeskyFactors()
- Delete memory
void Mult(const FlatVector<TV> & x, FlatVector<TV> & y) const
- Multiply with the inverse of A
ostream& Print(ostream & ost) const
- Print factorization
T* PRow(int i)
- first element in row
const T* PRow(int i) const
- first element in row
- This class has no child classes.
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