tmath::MatrixLDLt Class Reference

Cholesky LDL' decomposition. More...

#include <matrix_ldlt.hpp>

Collaboration diagram for tmath::MatrixLDLt:

Collaboration graph
[legend]

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 IsNegative () const
 returns if the matrix is negative (semi)definite
bool IsPositive () const
 returns if the matrix is positive (semi)definite
Matrix MatrixL () const
 returns the matrix L (check before, if it is invertible)
 MatrixLDLt (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.
Matrix VectorD () const
 returns the matrix D as a vector (check before, if it is invertible)
virtual ~MatrixLDLt ()
 destructor

Protected Member Functions

Eigen::LDLT< Base > & ldlt ()
 returns the lu object this class refers to
const Eigen::LDLT< Base > & ldlt () const
 returns the lu object this class refers to
Matrixobject ()
 returns the matrix object this class refers to
const Matrixobject () const
 returns the matrix object this class refers to

Protected Attributes

Eigen::LDLT< Base > m_ldlt
 the solver object
Matrixm_object
 the matrix object this class is operating on


Detailed Description

Cholesky LDL' decomposition.

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


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