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	bdm::sqmat
	Abstract class for representation of double symmetric matrices in square-root form. More...
class	bdm::fsqmat
	Fake sqmat. This class maps sqmat operations to operations on full matrix. More...
class	bdm::ldmat
	Matrix stored in LD form, (commonly known as UD). More...
Functions
void	bdm::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	bdm::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 -----------------------------------