tmath::MatrixLLt Class Reference

Cholesky LL' decomposition. More...

#include <matrix_llt.hpp>

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List of all members.

Public Types

typedef Eigen::Matrix< TScalar,
Eigen::Dynamic, Eigen::Dynamic,
Eigen::ColMajor > 
Base
typedef int TIndex
typedef double TScalar

Public Member Functions

bool IsPositive () const
 returns if the matrix is positive (semi)definite
Matrix MatrixL () const
 returns the matrix L (check before, if it is invertible!)
 MatrixLLt (const Matrix &_object)
 constructor
Matrix Solve (const Matrix &n) const
 returns this->inverse*n
void SolveInPlace (Matrix &n) const
 solves a = this->inverse*n which will be computed in place, that is n := a afterwards.
virtual ~MatrixLLt ()
 destructor

Protected Member Functions

Eigen::LLT< Base > & llt ()
 returns the solver object this class refers to
const Eigen::LLT< Base > & llt () const
 returns the solver object this class refers to
Matrix & object ()
 returns the matrix object this class refers to
const Matrix & object () const
 returns the matrix object this class refers to

Protected Attributes

Eigen::LLT< Base > m_llt
 the solver object
Matrix * m_object
 the matrix object this class is operating on


Detailed Description

Cholesky LL' decomposition.

This class provides an LL' decomposition. At construction, it factorizes the given matrix and stores L matrix.


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

Generated on Wed Nov 17 17:36:01 2010 for 'tmath' Module Programming Interface by  doxygen 1.5.6