/*! * \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 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 }