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.


Define 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 Thu Aug 27 2015 13:40:07