Template Function mrpt::math::extractSubmatrixSymmetrical

Defined in File ops_matrices.h

Function Documentation

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

Get a submatrix from a square matrix, by collecting the elements M(idxs,idxs), where idxs is the sequence of indices passed as argument. A perfect application of this method is in extracting covariance matrices of a subset of variables from the full covariance matrix.