base/cholesky.cpp File Reference

Efficient incomplete Cholesky on rank-deficient matrices, todo: constrained Cholesky. More...

#include <gtsam/base/cholesky.h>
#include <gtsam/base/timing.h>
#include <cmath>

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Namespaces
	gtsam
	traits

Functions
pair< size_t, bool >	gtsam::choleskyCareful (Matrix &ATA, int order)
bool	gtsam::choleskyPartial (Matrix &ABC, size_t nFrontal, size_t topleft)
static int	gtsam::choleskyStep (Matrix &ATA, size_t k, size_t order)

Variables
static const double	gtsam::negativePivotThreshold = -1e-1
static const int	gtsam::underconstrainedExponentDifference = 12
static const double	gtsam::underconstrainedPrior = 1e-5
static const double	gtsam::zeroPivotThreshold = 1e-6

Detailed Description

Efficient incomplete Cholesky on rank-deficient matrices, todo: constrained Cholesky.

Author

Richard Roberts

Frank Dellaert

Date

Nov 5, 2010

Definition in file base/cholesky.cpp.