chmat.h File Reference

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

#include "square_mat.h"

Go to the source code of this file.

Classes
class	chmat
	Symmetric matrix stored in square root decomposition using upper cholesky. More...

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