Performs the Cholesky decomposition. More...

Public Member Functions
	CholeskyDecomposition (const MatrixT &A)

	CholeskyDecomposition (const MatrixT &A, MatrixT &L)

void	setDestination (MatrixT &L)

bool	set (const MatrixT &A)

bool	setPerturbed (const MatrixT &A, T &lambda)

void	backSub (const VectorT &b, VectorT &x) const

void	LBackSub (const VectorT &b, VectorT &x) const

void	LTBackSub (const VectorT &b, VectorT &x) const

void	backSub (const MatrixT &B, MatrixT &X) const

void	getInverse (MatrixT &Ainv) const

void	update (const VectorT &x)
	Update the cholesky decomposition for A + xx^t.

bool	downdate (const VectorT &x)
	"Downdate" the cholesky decomposition for A - xx^t (on failure, L is undefined)

Detailed Description

Performs the Cholesky decomposition.

Decomposes the positive semi-definite matrix A to LL^t.

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

Public Types