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#define | WANT_MATH |
#define | REPORT {} |
ReturnMatrix | Cholesky (const SymmetricMatrix &S) |
ReturnMatrix | Cholesky (const SymmetricBandMatrix &S) |
void | update_Cholesky (UpperTriangularMatrix &chol, RowVector x) |
void | downdate_Cholesky (UpperTriangularMatrix &chol, RowVector x) |
void | right_circular_update_Cholesky (UpperTriangularMatrix &chol, int k, int l) |
void | left_circular_update_Cholesky (UpperTriangularMatrix &chol, int k, int l) |
Cholesky decomposition. Cholesky decomposition of symmetric and band symmetric matrices, update, downdate, manipulate a Cholesky decomposition
Definition in file cholesky.cpp.
#define REPORT {} |
Definition at line 27 of file cholesky.cpp.
#define WANT_MATH |
Definition at line 12 of file cholesky.cpp.
ReturnMatrix Cholesky | ( | const SymmetricMatrix & | S | ) |
Definition at line 36 of file cholesky.cpp.
ReturnMatrix Cholesky | ( | const SymmetricBandMatrix & | S | ) |
Definition at line 61 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.