gnsstk::Cholesky< T > Class Template Reference

Detailed Description

template<class T>
class gnsstk::Cholesky< T >

Cholesky<double> Ch;.

Definition at line 591 of file MatrixFunctors.hpp.

#include <MatrixFunctors.hpp>

Inheritance diagram for gnsstk::Cholesky< T >:

Public Member Functions
template<class BaseClass2 >
void	backSub (RefVectorBase< T, BaseClass2 > &b) const
	Cholesky ()
template<class BaseClass >
void	operator() (const ConstMatrixBase< T, BaseClass > &m)

Public Attributes
Matrix< T >	L
	Lower triangular and Upper triangular Cholesky decompositions. More...
Matrix< T >	U

Constructor & Destructor Documentation

Cholesky()

template<class T >

gnsstk::Cholesky< T >::Cholesky ( )

inline

Definition at line 594 of file MatrixFunctors.hpp.

Member Function Documentation

backSub()

template<class T >

template<class BaseClass2 >

void gnsstk::Cholesky< T >::backSub ( RefVectorBase< T, BaseClass2 > &  b ) const

inline

Use backsubstition to solve the equation A*x=b where *this Cholesky has been applied to A, i.e. A = L*transpose(L). The algorithm is in two steps: since A*x=L*LT*x=b, first solve L*y=b for y, then solve LT*x=y for x. x is returned as b.

Exceptions

MatrixException

Definition at line 656 of file MatrixFunctors.hpp.

operator()()

template<class T >

template<class BaseClass >

void gnsstk::Cholesky< T >::operator() ( const ConstMatrixBase< T, BaseClass > &  m )

inline

Todo:

potential complex number problem!

Exceptions

MatrixException

Definition at line 600 of file MatrixFunctors.hpp.

Member Data Documentation

L

template<class T >

Matrix<T> gnsstk::Cholesky< T >::L

Lower triangular and Upper triangular Cholesky decompositions.

Definition at line 684 of file MatrixFunctors.hpp.

U

template<class T >

Matrix<T> gnsstk::Cholesky< T >::U

Definition at line 684 of file MatrixFunctors.hpp.

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The documentation for this class was generated from the following file:

• MatrixFunctors.hpp