gtsam  4.1.0
gtsam
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)
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8  * See LICENSE for the license information
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10  * -------------------------------------------------------------------------- */
11 
18 #pragma once
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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);
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63 GTSAM_EXPORT bool choleskyPartial(Matrix& ABC, size_t nFrontal, size_t topleft=0);
64 
65 }
66 
gtsam
Global functions in a separate testing namespace.
Definition: chartTesting.h:28
Matrix.h
typedef and functions to augment Eigen's MatrixXd
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