class Gambit::Cholesky #

[No description available]

Public Functions #

Public Functions Documentation #

function Cholesky #

inline Cholesky()

function Cholesky #

inline Cholesky(
    const int num
)

function EnterMat #

inline bool EnterMat(
    std::vector< std::vector< double > > & a
)

function ElMult #

inline void ElMult(
    std::vector< double > & y
) const

function invElMult #

inline std::vector< double > invElMult(
    const std::vector< double > & y
) const

x = L^-1 y where L is the lower-diagonal Cholesky matrix

Found by forward substituion since L is lower-diagonal.

function Square #

template <typename VEC1 ,
typename VEC2 >
inline double Square(
    VEC1 && y,
    VEC2 && y0
)

function DetSqrt #

inline double DetSqrt()

Updated on 2024-07-18 at 13:53:30 +0000