Performs the LDL^t decompositoin of a symmetric matrix A. More...

#include <LDL.h>

Public Types
typedef MatrixTemplate< T >	MatrixT

typedef VectorTemplate< T >	VectorT

Public Member Functions
	LDLDecomposition (const MatrixT &A)

void	set (const MatrixT &A)

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

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

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

bool	DBackSub (const VectorT &b, VectorT &x) const

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

bool	getInverse (MatrixT &Ainv) const

void	getPseudoInverse (MatrixT &Ainv) const

void	getL (MatrixT &L) const

void	getD (VectorT &d) const

void	getA (MatrixT &A) const

void	mulL (const Vector &x, Vector &y) const

void	mulLT (const Vector &x, Vector &y) const

void	mulD (const Vector &x, Vector &y) const

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

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

Public Attributes
MatrixT	LDL

T	zeroTolerance

int	verbose

Detailed Description

template<class T>
struct Math::LDLDecomposition< T >

Performs the LDL^t decompositoin of a symmetric matrix A.

L is stored in the lower diagonal of LDL, D is stored in the diagonal. If any of the elements of D's diagonal have abs value less than zeroTolerance (i.e. A is singular), then they are ignored.

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

LDL.h
LDL.cpp

Public Types

Public Member Functions

Public Attributes

Detailed Description

template<class T> struct Math::LDLDecomposition< T >

template<class T>
struct Math::LDLDecomposition< T >