cholesky.h File Reference

Efficient incomplete Cholesky on rank-deficient matrices, todo: constrained Cholesky. More...

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Namespaces
namespace	gtsam
	Global functions in a separate testing namespace.

Functions
pair< size_t, bool >	gtsam::choleskyCareful (Matrix &ATA, int order=-1)
	"Careful" Cholesky computes the positive square-root of a positive symmetric semi-definite matrix (i.e. More...
bool	gtsam::choleskyPartial (Matrix &ABC, size_t nFrontal, size_t topleft=0)
	Partial Cholesky computes a factor [R S such that [R' 0 [R S = [A B 0 L] S' I] 0 L] B' C]. More...

Detailed Description

Efficient incomplete Cholesky on rank-deficient matrices, todo: constrained Cholesky.

Author

Richard Roberts

Date

Nov 5, 2010