cholesky.cpp File Reference
#include "include.h"
#include "newmat.h"
#include "newmatrm.h"
Include dependency graph for cholesky.cpp:

Go to the source code of this file.

#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)
 

Detailed Description

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

Definition in file cholesky.cpp.

Macro Definition Documentation

#define REPORT   {}

Definition at line 27 of file cholesky.cpp.

#define WANT_MATH

Definition at line 12 of file cholesky.cpp.

Function Documentation

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.



kni
Author(s): Martin Günther
autogenerated on Fri Jan 3 2020 04:01:17