cholesky.cpp File Reference

#include "include.h"
#include "newmat.h"
#include "newmatrm.h"

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#define	REPORT   {}
#define	WANT_MATH
ReturnMatrix	Cholesky (const SymmetricBandMatrix &S)
ReturnMatrix	Cholesky (const SymmetricMatrix &S)
void	downdate_Cholesky (UpperTriangularMatrix &chol, RowVector x)
void	left_circular_update_Cholesky (UpperTriangularMatrix &chol, int k, int l)
void	right_circular_update_Cholesky (UpperTriangularMatrix &chol, int k, int l)
void	update_Cholesky (UpperTriangularMatrix &chol, RowVector x)

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Detailed Description

Cholesky decomposition. Cholesky decomposition of symmetric and band symmetric matrices, update, downdate, manipulate a Cholesky decomposition

Definition in file cholesky.cpp.

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Define Documentation

#define REPORT   {}

Definition at line 27 of file cholesky.cpp.

#define WANT_MATH

Definition at line 12 of file cholesky.cpp.

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Function Documentation

ReturnMatrix Cholesky

(

const SymmetricBandMatrix &

S

)

Definition at line 61 of file cholesky.cpp.

ReturnMatrix Cholesky

(

const SymmetricMatrix &

S

)

Definition at line 36 of file cholesky.cpp.

void downdate_Cholesky	(	UpperTriangularMatrix &	chol,
		RowVector	x
	)

Definition at line 129 of file cholesky.cpp.

void left_circular_update_Cholesky	(	UpperTriangularMatrix &	chol,
		int	k,
		int	l
	)

Definition at line 231 of file cholesky.cpp.

void right_circular_update_Cholesky	(	UpperTriangularMatrix &	chol,
		int	k,
		int	l
	)

Definition at line 176 of file cholesky.cpp.

void update_Cholesky	(	UpperTriangularMatrix &	chol,
		RowVector	x
	)

Definition at line 102 of file cholesky.cpp.