square_mat.h File Reference

Matrices in decomposed forms (LDL', LU, UDU', etc). More...

#include "../itpp_ext.h"

Go to the source code of this file.

Classes
class	sqmat
	Virtual class for representation of double symmetric matrices in square-root form. More...
class	fsqmat
	Fake sqmat. This class maps sqmat operations to operations on full matrix. More...
class	ldmat
	Matrix stored in LD form, (commonly known as UD). More...
Functions
void	dydr (double *r, double *f, double *Dr, double *Df, double *R, int jl, int jh, double *kr, int m, int mx)
	Auxiliary function dydr; dyadic reduction.
mat	ltuinv (const mat &L)
	Auxiliary function ltuinv; inversion of a triangular matrix;.

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Detailed Description

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 -----------------------------------