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cholesky.h
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/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
#pragma once
#include <gtsam/base/Matrix.h>
namespace gtsam {
GTSAM_EXPORT std::pair<size_t,bool> choleskyCareful(Matrix& ATA, int order = -1);
GTSAM_EXPORT bool choleskyPartial(Matrix& ABC, size_t nFrontal, size_t topleft=0);
}
Matrix.h
typedef and functions to augment Eigen's MatrixXd
gtsam
Global functions in a separate testing namespace.
Definition chartTesting.h:28
gtsam::choleskyCareful
pair< size_t, bool > choleskyCareful(Matrix &ATA, int order)
"Careful" Cholesky computes the positive square-root of a positive symmetric semi-definite matrix (i....
Definition cholesky.cpp:76
gtsam::choleskyPartial
bool choleskyPartial(Matrix &ABC, size_t nFrontal, size_t topleft)
Partial Cholesky computes a factor [R S such that [R' 0 [R S = [A B 0 L] S' I] 0 L] B' C].
Definition cholesky.cpp:108