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cholesky.cpp File Reference

#include "include.h"
#include "newmat.h"
#include "newmatrm.h"

Include dependency graph for cholesky.cpp:

Go to the source code of this file.

Namespaces

namespace  NEWMAT

Defines

#define WANT_MATH
#define REPORT   {}

Functions

ReturnMatrix Cholesky (const SymmetricMatrix &S)
ReturnMatrix Cholesky (const SymmetricBandMatrix &S)
void UpdateCholesky (UpperTriangularMatrix &chol, RowVector r1Modification)
void DowndateCholesky (UpperTriangularMatrix &chol, RowVector x)
void RightCircularUpdateCholesky (UpperTriangularMatrix &chol, int k, int l)
void LeftCircularUpdateCholesky (UpperTriangularMatrix &chol, int k, int l)


Define Documentation

#define REPORT   {}
 

Definition at line 20 of file cholesky.cpp.

#define WANT_MATH
 

Definition at line 5 of file cholesky.cpp.


Function Documentation

ReturnMatrix NEWMAT::Cholesky const SymmetricBandMatrix &  S  ) 
 

Definition at line 54 of file cholesky.cpp.

ReturnMatrix NEWMAT::Cholesky const SymmetricMatrix &  S  ) 
 

Definition at line 29 of file cholesky.cpp.

Referenced by NEWMAT::MLE_D_FI::NextPoint().

void NEWMAT::DowndateCholesky UpperTriangularMatrix &  chol,
RowVector  x
 

Definition at line 122 of file cholesky.cpp.

void NEWMAT::LeftCircularUpdateCholesky UpperTriangularMatrix &  chol,
int  k,
int  l
 

Definition at line 224 of file cholesky.cpp.

void NEWMAT::RightCircularUpdateCholesky UpperTriangularMatrix &  chol,
int  k,
int  l
 

Definition at line 169 of file cholesky.cpp.

void NEWMAT::UpdateCholesky UpperTriangularMatrix &  chol,
RowVector  r1Modification
 

Definition at line 95 of file cholesky.cpp.


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