root/libDC.cpp @ 2

/*!
 * \file
 * \brief Matrices in decomposed forms (LDL', LU, UDU', etc).
 * \author Vaclav Smidl.
 *
 * -----------------------------------
 * BDM++ - C++ library for Bayesian Decision Making under Uncertainty
 *
 * Using IT++ for numerical operations
 * -----------------------------------
 */

#include <itpp/itbase.h>

using namespace itpp;

class LD
{
public:

  /**
   * Perfroms a dyadic update $V = V + w v v'$
   * @param  v Vector forming the dyad to be added
   * @param  w weight of the updating dysad
   */
  void ldupdt (vec v, double w = 1.0 );

   //! Construct by copy of L and D.
   LD(mat L, vec D);
   //! Construct by decomposition of full matrix V.
   LD(mat V);

protected:
  vec D;
  mat L;

};

LD::LD(const mat exL, const vec exD) {
 D = exD;
 L = exL;
}

LD::LD(const mat V) {
 ; //not implemneted yet
}

void LD::ldupdt(vec v, double w ) {
printf("not implemented"); //TODO: VS
}