Linear::Cholesky< T, N, Flags > Struct Template Reference

Struct for Cholesky decomposition. More...

#include <Decomp.h>

Public Member Functions
template<size_t P, size_t Q, unsigned int Flags2>
	Cholesky (const Matrix< T, P, Q, Flags2 > &A)
	Constructor. More...
template<size_t P, size_t Q, unsigned int Flags2>
void	Compute (const Matrix< T, P, Q, Flags2 > &A)
	Computes the Cholesky decomposition. More...

Public Attributes
SquareMatrix< T, N, Flags >	L
SquareMatrix< T, N, Flags >	D
SquareMatrix< T, N, Flags >	Lh

Detailed Description

template<typename T, size_t N, unsigned int Flags = 0>
struct Linear::Cholesky< T, N, Flags >

Struct for Cholesky decomposition.

This struct finds NxN matrix L and NxN matrix D such that \(A=LDL^*\), L is lower unit triangular and D is diagonal.

Parameters

T	Type to store matrix entries as.
N	Number of rows/columns for L and D (both square). Dynamic is allowed for N.
Flags	Flags to pass to the matrices (default = row major).

Constructor & Destructor Documentation

Cholesky()

template<typename T , size_t N, unsigned int Flags = 0>

template<size_t P, size_t Q, unsigned int Flags2>

Linear::Cholesky< T, N, Flags >::Cholesky ( const Matrix< T, P, Q, Flags2 > &  A )

inline

Constructor.

Just calls Compute.

Parameters

A	PxQ Matrix

Member Function Documentation

Compute()

template<typename T , size_t N, unsigned int Flags = 0>

template<size_t P, size_t Q, unsigned int Flags2>

void Linear::Cholesky< T, N, Flags >::Compute ( const Matrix< T, P, Q, Flags2 > &  A )

inline

Computes the Cholesky decomposition.

If A is not square or Q != N, then an exception is thrown. This process may fail if A is not a Hermitian positive-definite matrix.

Parameters

A	PxQ Matrix

Member Data Documentation

D

template<typename T , size_t N, unsigned int Flags = 0>

SquareMatrix<T,N,Flags> Linear::Cholesky< T, N, Flags >::D

Diagonal

L

template<typename T , size_t N, unsigned int Flags = 0>

SquareMatrix<T,N,Flags> Linear::Cholesky< T, N, Flags >::L

Lower unit triangular

Lh

template<typename T , size_t N, unsigned int Flags = 0>

SquareMatrix<T,N,Flags> Linear::Cholesky< T, N, Flags >::Lh

Lh=ConjugateTranspose(L)

---

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

• src/Decomp.h