PLearn 0.1
Namespaces | Functions
Cholesky_utils.cc File Reference
#include <plearn/math/Cholesky_utils.h>
#include <plearn/math/TMat_maths.h>
#include <plearn/math/random.h>
Include dependency graph for Cholesky_utils.cc:

Go to the source code of this file.

Namespaces

namespace  PLearn
 

< for swap


Functions

void PLearn::choleskyAppendDimension (Mat &L, const Vec &new_row)
 Update the Cholesky decomposition of A = L L' when a new row is appended to the matrix A.
void PLearn::choleskyRemoveDimension (Mat &L, int i)
 Update the Cholesky decomposition of A = L L' when dimension i is removed (i.e.
void PLearn::choleskyInsertBasis (Mat &L, Mat active_bases_outputs, Vec new_basis_outputs, real lambda, real min_Lii)
void PLearn::choleskyUpgrade (Mat &L, Vec v)
void PLearn::chol_dxch (Mat &R, int l, int m)
 From 'Matrix Algorithms, Vol1' by G. W. Stewart, p.272, 273, 335, 338.
void PLearn::chol_dxch_tr (Mat &R_t, int l, int m)
 These two functions are variants of the above functions, where the R matrix is given as its transpose (which is the case in the Cholesky decomposition).
void PLearn::chol_rotapp (real c, real s, const Vec &x, const Vec &y)
void PLearn::chol_rotapp_tr (real c, real s, const Mat &x, const Mat &y)
void PLearn::chol_rotapp_tr_opt (real c, real s, const Mat &R, int i, int j, int k, int m)
 Optimized version of 'chol_rotapp_tr' that directly call BLAS functions.
void PLearn::chol_rotgen (real &a, real &b, real &c, real &s)
void PLearn::testCholeskyRoutines ()

Detailed Description

Definition in file Cholesky_utils.cc.

 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines