gtsam 4.1.1
gtsam
cholesky.cpp File Reference

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

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
Frank Dellaert
Date
Nov 5, 2010