A class for solving matrix equations. More...

#include <Analysis.h>

Inheritance diagram for NTPoly::Analysis:

Static Public Member Functions
static void	PivotedCholeskyDecomposition (const Matrix_ps &AMat, Matrix_ps &LMat, int rank, const SolverParameters &solver_parameters)

static void	ReduceDimension (const Matrix_ps &AMat, int dim, Matrix_ps &RMat, 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)

Detailed Description

A class for solving matrix equations.

Member Function Documentation

void NTPoly::Analysis::PivotedCholeskyDecomposition	(	const Matrix_ps &	AMat,
		Matrix_ps &	LMat,
		int	rank,
		const SolverParameters &	solver_parameters
	)

static

Compute The Cholesky Decomposition of a Symmetric Positive Semi-Definite matrix.

Parameters

AMat	the matrix A, must be symmetric, positive definite.
LMat	the matrix computed.
rank	the target rank
solver_parameters	parameters for the solver

void NTPoly::Analysis::ReduceDimension	(	const Matrix_ps &	AMat,
		int	dim,
		Matrix_ps &	RMat,
		const SolverParameters &	solver_parameters
	)

static

When we want to only compute the first n eigenvalues of a matrix, this routine will project out the higher eigenvalues.

Parameters

AMat	The starting matrix.
dim	The number of eigenvalues ot keep.
RMat	a dimxdim matrix with the same first n eigenvalues as A.
solver_parameters	parameters for the solver

The documentation for this class was generated from the following files: