gtsam
4.1.0
gtsam

Functor that implements multiplication of a vector b with the inverse of a matrix A.
The derivatives are inspired by Mike Giles' "An extended collection of matrix derivative results for forward and reverse mode algorithmic differentiation", at https://people.maths.ox.ac.uk/gilesm/files/NA0801.pdf
Public Member Functions  
VectorN  operator() (const MatrixN &A, const VectorN &b, OptionalJacobian< N, N *N > H1=boost::none, OptionalJacobian< N, N > H2=boost::none) const 
A.inverse() * b, with optional derivatives.  
Public Types  
typedef Eigen::Matrix< double, N, 1 >  VectorN 
typedef Eigen::Matrix< double, N, N >  MatrixN 