NTPoly
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A class for solving matrix equations. More...
#include <Analysis.h>
Static Public Member Functions | |
static void | PivotedCholeskyDecomposition (const Matrix_ps &AMat, Matrix_ps &LMat, int rank, const SolverParameters &solver_parameters) |
Additional Inherited Members | |
Static Protected Member Functions inherited from NTPoly::SolverBase | |
static const int * | GetIH (const Matrix_ps &dsm) |
static int * | GetIH (Matrix_ps &dsm) |
static const int * | GetIH (const SolverParameters &csp) |
static int * | GetIH (SolverParameters &csp) |
A class for solving matrix equations.
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static |
Compute The Cholesky Decomposition of a Symmetric Positive Semi-Definite matrix.
AMat | the matrix A, must be symmetric, positive definite. |
LMat | the matrix computed. |
rank | the target rank |
solver_parameters | parameters for the solver |