SRIMatrix.hpp File Reference

Detailed Description

Template routines for efficient manipulation of square root matricies, used for least squares estimation and the SRI form of the Kalman filter.

Definition in file SRIMatrix.hpp.

#include "Matrix.hpp"
#include "Vector.hpp"

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Namespaces
	gnsstk
	For Sinex::InputHistory.

Functions
template<class T >
Matrix< T >	gnsstk::inverseCholesky (const Matrix< T > &A)
template<class T >
Matrix< T >	gnsstk::inverseLT (const Matrix< T > &LT, T *ptrSmall=NULL, T *ptrBig=NULL)
template<class T >
Matrix< T >	gnsstk::inverseUT (const Matrix< T > &UT, T *ptrSmall=NULL, T *ptrBig=NULL)
template<class T >
Matrix< T >	gnsstk::LDL (const Matrix< T > &A, Vector< T > &D)
template<class T >
Matrix< T >	gnsstk::lowerCholesky (const Matrix< T > &A, const T ztol=T(1.e-16))
template<class T >
void	gnsstk::SrifMU (Matrix< T > &R, Vector< T > &Z, const Matrix< T > &H, Vector< T > &D, unsigned int M=0)
template<class T >
void	gnsstk::SrifMU (Matrix< T > &R, Vector< T > &Z, Matrix< T > &A, unsigned int M=0)
template<class T >
Matrix< T >	gnsstk::UDU (const Matrix< T > &A, Vector< T > &D)
template<class T >
Matrix< T >	gnsstk::upperCholesky (const Matrix< T > &A, const T ztol=T(1.e-16))
template<class T >
Matrix< T >	gnsstk::UTtimesTranspose (const Matrix< T > &UT)