#include using namespace itpp; //These lines are needed for use of cout and endl using std::cout; using std::endl; int main() { // Kalman filter mat A0 = randu(3,3); mat A = A0*A0.T(); //Test constructor chmat Ch(A); cout << "Testing constructors:" << endl << "A = " << A << endl << "Ch = " << Ch._Ch() << endl << "Ch.to_mat() = " << Ch.to_mat() << endl << endl; //Test inversion chmat iCh(3); Ch.inv(iCh); cout << "inv(A) = " << inv(A) <