assert(D(i));
y(i) /= D(i);
}
+
+ // backward subst
Vector x(n);
for (int i=n-1; i >= 0; i--) {
Real sum(0.0);
return x;
}
+/*
+ Standard matrix algorithm.
+ */
+
Choleski_decomposition::Choleski_decomposition(Matrix P)
: L(P.dim()), D(P.dim())
{
D(k) = d;
}
- #ifdef NDEBUG
+#ifdef NDEBUG
assert((original()-P).norm() < EPS);
- #endif
+#endif
}
Matrix
Matrix I1(n), I2(original());
I1.unit();
assert((I1-original()*invm).norm() < EPS);
- #endif
+#endif
return invm;
}
+
+
+
+