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;.


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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