class Gambit::Cholesky

[No description available]

Public Functions #

Public Functions Documentation #

function Cholesky #

inline Cholesky()

function Cholesky #

inline Cholesky(
    const int num
)

function EnterMat #

inline bool EnterMat(
    std::vector< std::vector< double > > & a
)

function ElMult #

inline void ElMult(
    std::vector< double > & y
) const

function invElMult #

inline std::vector< double > invElMult(
    const std::vector< double > & y
) const

x = L^-1 y where L is the lower-diagonal Cholesky matrix

Found by forward substituion since L is lower-diagonal.

function Square #

inline double Square(
    const std::vector< double > & y,
    const std::vector< double > & y0
)

function DetSqrt #

inline double DetSqrt()

Updated on 2022-08-03 at 12:58:17 +0000