7 Choleski decomposition of a matrix
8 structure for using the LU decomposition of a positive definite matrix.
14 struct Choleski_decomposition {
16 /// lower triangle of Choleski decomposition
22 /** Create decomposition of P.
24 P needs to be symmetric positive definite
27 Choleski_decomposition(Matrix const &P);
32 Vector solve(Vector rhs) const;
34 Vector operator * (Vector rhs) const { return solve (rhs); }
36 return the inverse of the matrix P.
38 Matrix inverse() const;
40 return P, calc'ed from L and D
42 Matrix original() const;
44 void full_matrix_decompose(Matrix const & P);
45 void band_matrix_decompose(Matrix const &P);