In file cholesky.hpp:

template<class T> class CholeskyFactors

The Cholesky-factorization of a symmetric dense matrix.

Documentation

The Cholesky-factorization of a symmetric dense matrix. A = L D L^T

Public Methods

[more] CholeskyFactors(const FlatMatrix<T> & a)
Factor the matrix A
[more] ~CholeskyFactors()
Delete memory
[more]void Mult(const FlatVector<TV> & x, FlatVector<TV> & y) const
Multiply with the inverse of A
[more]ostream& Print(ostream & ost) const
Print factorization

Protected Fields

[more]int n
matrix size
[more]T* lfact
left factor
[more]T* diag
inverse diagonal

Private Methods

[more]T* PRow(int i)
first element in row
[more]const T* PRow(int i) const
first element in row

oint n
matrix size

oT* lfact
left factor

oT* diag
inverse diagonal

o CholeskyFactors(const FlatMatrix<T> & a)
Factor the matrix A

o ~CholeskyFactors()
Delete memory

ovoid Mult(const FlatVector<TV> & x, FlatVector<TV> & y) const
Multiply with the inverse of A

oostream& Print(ostream & ost) const
Print factorization

oT* PRow(int i)
first element in row

oconst T* PRow(int i) const
first element in row


This class has no child classes.

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