Cholesky Class Reference

TODO : Inherit from ALinearOpEigenCG and remove evalInverse ? More...

#include <Cholesky.hpp>

Inheritance diagram for Cholesky:

Detailed Description

TODO : Inherit from ALinearOpEigenCG and remove evalInverse ?

Public Member Functions
	Cholesky (const MatrixSparse *mat)
	Cholesky (const Cholesky &m)=delete
Cholesky &	operator= (const Cholesky &m)=delete
virtual	~Cholesky ()
int	getSize () const override
void	evalInverse (const VectorDouble &vecin, VectorDouble &vecout) const
bool	isValid () const
int	solve (const VectorDouble &b, VectorDouble &x) const
int	simulate (const VectorDouble &b, VectorDouble &x) const
int	solve (const Eigen::VectorXd &b, Eigen::VectorXd &x) const
int	simulate (const Eigen::VectorXd &b, Eigen::VectorXd &x) const
int	addSimulateToDest (const Eigen::VectorXd &b, Eigen::VectorXd &x) const
int	stdev (VectorDouble &vcur, bool flagStDev=false) const
double	getLogDeterminant () const
Public Member Functions inherited from ALinearOp
virtual	~ALinearOp ()
int	evalDirect (const VectorDouble &inv, VectorDouble &outv) const
VectorDouble	evalDirect (const VectorDouble &in) const
int	evalDirect (const VectorEigen &inv, VectorEigen &outv) const
int	addToDest (const VectorDouble &inv, VectorDouble &outv) const
int	addToDest (const VectorEigen &inv, VectorEigen &outv) const
int	evalDirect (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const
int	addToDest (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const

Constructor & Destructor Documentation

Cholesky() [1/2]

Cholesky::Cholesky

(

const MatrixSparse *

mat

)

Cholesky() [2/2]

Cholesky::Cholesky ( const Cholesky &  m )

delete

~Cholesky()

Cholesky::~Cholesky ( )

virtual

Member Function Documentation

addSimulateToDest()

int Cholesky::addSimulateToDest	(	const Eigen::VectorXd &	b,
		Eigen::VectorXd &	x
	)		const

evalInverse()

void Cholesky::evalInverse	(	const VectorDouble &	vecin,
		VectorDouble &	vecout
	)		const

Evaluate the product: 'outv' = MAT^{-1} * 'inv' (ALinearOp heritage)

Parameters

[in]	vecin	Array of input values
[out]	vecout	Array of output values

getLogDeterminant()

double Cholesky::getLogDeterminant

(

)

const

getSize()

int Cholesky::getSize ( ) const

overridevirtual

Implements ALinearOp.

isValid()

bool Cholesky::isValid ( ) const

inline

operator=()

Cholesky& Cholesky::operator= ( const Cholesky &  m )

delete

simulate() [1/2]

int Cholesky::simulate	(	const Eigen::VectorXd &	b,
		Eigen::VectorXd &	x
	)		const

simulate() [2/2]

int Cholesky::simulate	(	const VectorDouble &	b,
		VectorDouble &	x
	)		const

Simulate using Cholesky

Parameters

[out]	b	Input Vector
[out]	x	Simulated output vector

solve() [1/2]

int Cholesky::solve	(	const Eigen::VectorXd &	b,
		Eigen::VectorXd &	x
	)		const

solve() [2/2]

int Cholesky::solve	(	const VectorDouble &	b,
		VectorDouble &	x
	)		const

stdev()

int Cholesky::stdev	(	VectorDouble &	vcur,
		bool	flagStDev = false
	)		const

Perform the calculation of the Standard Deviation of Estimation Error

Parameters

[out]	vcur	Output array
[in]	flagStDev	FALSE for a variance calculation, True for StDev.

TODO : calculate stdev when eigen

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

• include/LinearOp/Cholesky.hpp
• src/LinearOp/Cholesky.cpp