Inheritance diagram for vtb::linalg::Positive_definite_matrix< T >:
Collaboration diagram for vtb::linalg::Positive_definite_matrix< T >:
Public Member Functions | |
| Lower_triangular_matrix< T > | cholesky () const |
| Cholesky decomposition. More... | |
 Public Member Functions inherited from vtb::linalg::Symmetric_matrix< T > | |
| Lower_triangular_matrix_ldlt< T > | cholesky_indefinite () const |
| Vector< T > | eigen_values (T eps, int nsweeps) const |
| Compute eigen values. More... | |
| Public Member Functions inherited from vtb::linalg::Matrix< T > | |
| Matrix (base_type rhs) | |
| bool | is_square () const |
| bool | is_symmetric () const |
| bool | is_symmetric (T eps) const |
| bool | is_positive_definite () const |
| bool | is_toeplitz () const |
| bool | is_toeplitz (T eps) const |
| Square_matrix< T > | inverse () const |
| Square_matrix< T > & | inverse_self () |
| Matrix< T > | transpose () const |
| void | transpose_self () |
Detailed Description
template<class T>
class vtb::linalg::Positive_definite_matrix< T >
Definition at line 206 of file linear_algebra.hh.
Member Function Documentation
◆ cholesky()
template<class T >
| auto vtb::linalg::Positive_definite_matrix< T >::cholesky | ( | ) | const |
Cholesky decomposition.
- Date
- 2018-11-19
- Returns
- Lower triangular matrix.
Definition at line 241 of file linear_algebra.cc.
