gtsam  3.2.1
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cholesky.h
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1 /* ----------------------------------------------------------------------------
2 
3  * GTSAM Copyright 2010, Georgia Tech Research Corporation,
4  * Atlanta, Georgia 30332-0415
5  * All Rights Reserved
6  * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
7 
8  * See LICENSE for the license information
9 
10  * -------------------------------------------------------------------------- */
11 
18 #pragma once
19 
20 #include <gtsam/base/Matrix.h>
21 #include <boost/shared_ptr.hpp>
22 
23 namespace gtsam {
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48 GTSAM_EXPORT std::pair<size_t,bool> choleskyCareful(Matrix& ATA, int order = -1);
49 
61 GTSAM_EXPORT bool choleskyPartial(Matrix& ABC, size_t nFrontal);
62 
63 }
64 
bool choleskyPartial(Matrix &ABC, size_t nFrontal)
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:121
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:84
typedef and functions to augment Eigen's MatrixXd