Cholesky Class Template Reference
[Vector and Matrix mathematics]

#include <MatrixFunctors.hpp>

Inheritance diagram for Cholesky:

[legend]List of all members.

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Detailed Description

template<class T>
class gpstk::Cholesky< T >

Compute cholesky decomposition (upper triangular square root) of the given matrix, which must be positive definite.

Positive definite <=> positive eigenvalues. Note that the UT sqrt is not unique, and that m = U*transpose(U) (where U=UTsqrt(m)) only if m is symmetric.

Definition at line 546 of file MatrixFunctors.hpp.

Public Member Functions
	Cholesky ()
template<class BaseClass>
void	operator() (const ConstMatrixBase< T, BaseClass > &m) throw (MatrixException)
template<class BaseClass2>
void	backSub (RefVectorBase< T, BaseClass2 > &b) const throw (MatrixException)
Public Attributes
Matrix< T >	L
	Lower triangular and Upper triangular Cholesky decompositions.
Matrix< T >	U
	Lower triangular and Upper triangular Cholesky decompositions.

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Constructor & Destructor Documentation

Cholesky (   )  [inline]

Definition at line 549 of file MatrixFunctors.hpp.

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Member Function Documentation

void backSub (  RefVectorBase< T, BaseClass2 > &  b  )  const throw (MatrixException) [inline]

Definition at line 610 of file MatrixFunctors.hpp. References GPSTK_THROW, and Matrix::rows(). Referenced by MatrixTest6().

void operator() (  const ConstMatrixBase< T, BaseClass > &  m  )  throw (MatrixException) [inline]

Todo: potential complex number problem! Reimplemented in CholeskyCrout. Definition at line 553 of file MatrixFunctors.hpp. References GPSTK_THROW, and SQRT.

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Member Data Documentation

Matrix<T> L

Lower triangular and Upper triangular Cholesky decompositions. Definition at line 639 of file MatrixFunctors.hpp. Referenced by SRI::addAPrioriInformation(), SRIleastSquares::dataUpdate(), gpstk::inverseChol(), MatrixTest6(), and SRIFilter::measurementUpdate().

Matrix<T> U

Lower triangular and Upper triangular Cholesky decompositions. Definition at line 639 of file MatrixFunctors.hpp. Referenced by MatrixTest6().

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

• MatrixFunctors.hpp

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