Template Function mrpt::math::extractSubmatrixSymmetricalBlocks

Defined in File ops_matrices.h

Function Documentation

template<std::size_t BLOCKSIZE, typename MAT, typename MATRIX> void mrpt::math::extractSubmatrixSymmetricalBlocks(const MAT &m, const std::vector<size_t> &block_indices, MATRIX &out)

Get a submatrix from a square matrix, by collecting the elements M(idxs,idxs), where idxs is a sequence {block_indices(i):block_indices(i)+BLOCKSIZE-1} for all “i” up to the size of block_indices. A perfect application of this method is in extracting covariance matrices of a subset of variables from the full covariance matrix.