6 struct Choleski_decomposition {
8 /// lower triangle of Choleski decomposition
13 ///Create decomposition of P
14 Choleski_decomposition(Matrix P);
17 P needs to be symmetric positive definite
20 Vector solve(Vector rhs) const;
21 Vector operator * (Vector rhs) const { return solve (rhs); }
26 Matrix inverse() const;
28 return the inverse of the matrix P.
31 Matrix original() const;
33 return P, calc'ed from L and D
38 structure for using the LU decomposition of a positive definite .