# class Gambit::Cholesky #

[No description available]

## Public Functions #

Name
Cholesky()
Cholesky(const int num)
boolEnterMat(std::vector< std::vector< double > > & a)
voidElMult(std::vector< double > & y) const
std::vector< double >invElMult(const std::vector< double > & y) const
x = L^-1 y where L is the lower-diagonal Cholesky matrix
template <typename VEC1 ,typename VEC2 >
double
Square(VEC1 && y, VEC2 && y0)
doubleDetSqrt()

## 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