Bayes++ Bayesian Filtering Classes  Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
Namespaces | Functions
UdU.cpp File Reference
#include "bayesFlt.hpp"
#include "matSup.hpp"
#include <cassert>
#include <cmath>

Namespaces

 Bayesian_filter_matrix
 

Functions

template<class V >
V::value_type Bayesian_filter_matrix::rcond_internal (const V &D)
 
template<class V >
V::value_type Bayesian_filter_matrix::rcond_ignore_infinity_internal (const V &D)
 
Vec::value_type Bayesian_filter_matrix::UdUrcond (const Vec &d)
 
RowMatrix::value_type Bayesian_filter_matrix::UdUrcond (const RowMatrix &UD, std::size_t n)
 
UTriMatrix::value_type Bayesian_filter_matrix::UCrcond (const UTriMatrix &UC)
 
UTriMatrix::value_type Bayesian_filter_matrix::UCrcond (const UTriMatrix &UC, std::size_t n)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUdet (const SymMatrix &UD)
 
RowMatrix::value_type Bayesian_filter_matrix::UdUfactor_variant1 (RowMatrix &M, std::size_t n)
 
RowMatrix::value_type Bayesian_filter_matrix::UdUfactor_variant2 (RowMatrix &M, std::size_t n)
 
LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor (LTriMatrix &M, std::size_t n)
 
UTriMatrix::value_type Bayesian_filter_matrix::UCfactor (UTriMatrix &M, std::size_t n)
 
RowMatrix::value_type Bayesian_filter_matrix::UdUfactor (RowMatrix &UD, const SymMatrix &M)
 
LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor (LTriMatrix &LD, const SymMatrix &M)
 
UTriMatrix::value_type Bayesian_filter_matrix::UCfactor (UTriMatrix &UC, const SymMatrix &M)
 
bool Bayesian_filter_matrix::UdUinverse (RowMatrix &UD)
 
bool Bayesian_filter_matrix::UTinverse (UTriMatrix &U)
 
void Bayesian_filter_matrix::UdUrecompose_transpose (RowMatrix &M)
 
void Bayesian_filter_matrix::UdUrecompose (RowMatrix &M)
 
void Bayesian_filter_matrix::Lzero (RowMatrix &M)
 
void Bayesian_filter_matrix::Uzero (RowMatrix &M)
 
void Bayesian_filter_matrix::UdUfromUCholesky (RowMatrix &U)
 
void Bayesian_filter_matrix::UdUseperate (RowMatrix &U, Vec &d, const RowMatrix &UD)
 
void Bayesian_filter_matrix::UdUrecompose (SymMatrix &X, const RowMatrix &M)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePDignoreInfinity (SymMatrix &M)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (SymMatrix &M)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (SymMatrix &M, SymMatrix::value_type &detM)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (SymMatrix &MI, const SymMatrix &M)
 
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (SymMatrix &MI, SymMatrix::value_type &detM, const SymMatrix &M)