root/libDC.cpp @ 6

/*!
 * \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
}