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;.


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


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