CholeskyCrout Class Template Reference
[Vector and Matrix mathematics]

#include <MatrixFunctors.hpp>

Inheritance diagram for CholeskyCrout:

[legend]Collaboration diagram for CholeskyCrout:

[legend]List of all members.

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Detailed Description

template<class T>
class gpstk::CholeskyCrout< T >

Compute the Cholesky decomposition using the Cholesky-Crout algorithm, which is very fast; if A is the given matrix we will get L, where A = L*LT.

A must be symetric and positive definite. This is the usual case when A comes from applying a Least Mean-Square (LMS) or Weighted Least Mean-Square (WLMS) method.

Definition at line 651 of file MatrixFunctors.hpp.

Public Member Functions
template<class BaseClass>
void	operator() (const ConstMatrixBase< T, BaseClass > &m) throw (MatrixException)

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Member Function Documentation

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

Todo: potential complex number problem! Reimplemented from Cholesky. Definition at line 655 of file MatrixFunctors.hpp. References GPSTK_THROW, Matrix::rows(), SQRT, gpstk::sum(), and gpstk::transpose().

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

• MatrixFunctors.hpp

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