gslmm::cholesky_decomposition< double > Struct Template Reference [Cholesky decomposition] #include <cholesky_decomposition_double.hh> Inheritance diagram for gslmm::cholesky_decomposition< double >: [legend]Collaboration diagram for gslmm::cholesky_decomposition< double >: [legend]List of all members. Detailed Description template<> struct gslmm::cholesky_decomposition< double > class template specialisation for Cholesky decompositions of matricies of type double . A symmetric, positive definite square matrix A has a Cholesky decomposition into a product of a lower triangular matrix and its transpose , This is sometimes referred to as taking the square-root of a matrix. The Cholesky decomposition can only be carried out when all the eigenvalues of the matrix are positive. This decomposition can be used to convert the linear system into a pair of triangular systems (, ), which can be solved by forward and back-substitution. Todo: Implement gsl_linalg_cholesky_decomp_unit Public Types typedef vector< double >  vector_type typedef matrix< double >  matrix_type typedef matrix_type::value_type  value_type typedef matrix_type::element_type  element_type Public Member Functions   cholesky_decomposition (const matrix_type &m, bool unit=false) virtual  ~cholesky_decomposition () bool  solve (const vector_type &b, vector_type &x) const bool  solve (vector_type &x) const const vector_type &  d () const const matrix_type &  l () const const matrix_type &  lt () const const matrix_type &  llt () const Protected Member Functions void  unpack () const Private Types typedef matrix_type::data_type  data_type Private Attributes matrix_type *  _l matrix_type *  _lt vector_type  _d Member Typedef Documentation typedef matrix_type::data_type gslmm::cholesky_decomposition< double >::data_type [private]   The low level matrix type. Reimplemented from gslmm::matrix< double >. typedef matrix_type::element_type gslmm::cholesky_decomposition< double >::element_type   The element type. Reimplemented from gslmm::matrix< double >. typedef matrix<double > gslmm::cholesky_decomposition< double >::matrix_type   The matrix type. typedef matrix_type::value_type gslmm::cholesky_decomposition< double >::value_type   The element type. Reimplemented from gslmm::matrix< double >. typedef vector<double > gslmm::cholesky_decomposition< double >::vector_type   The vector type. Reimplemented from gslmm::matrix< double >. Constructor & Destructor Documentation gslmm::cholesky_decomposition< double >::cholesky_decomposition (  const matrix_type &  m, bool  unit = false )  [inline]   Create an Cholesky decomposition of the input matrix m. virtual gslmm::cholesky_decomposition< double >::~cholesky_decomposition (   )  [inline, virtual]   Destructor. Member Function Documentation const vector_type& gslmm::cholesky_decomposition< double >::d (   )  const [inline]   Returns: The scale diagonal of the decomposition const matrix_type& gslmm::cholesky_decomposition< double >::l (   )  const [inline]   Returns: The matrix of the decomposition of const matrix_type& gslmm::cholesky_decomposition< double >::llt (   )  const [inline]   Returns: The matrix of the Cholesky decomposition of const matrix_type& gslmm::cholesky_decomposition< double >::lt (   )  const [inline]   Returns: The matrix of the decomposition of bool gslmm::cholesky_decomposition< double >::solve (  vector_type &  x  )  const [inline]   This member function solve the system using the Cholesky decomposition of . Parameters: x  On input, the vector , and on output the vector bool gslmm::cholesky_decomposition< double >::solve (  const vector_type &  b, vector_type &  x )  const [inline]   This member function solve the system using the Cholesky decomposition of . Parameters: b  The vector x  The vector Returns: true on success void gslmm::cholesky_decomposition< double >::unpack (   )  const [inline, protected]   Unpack into and . Member Data Documentation vector_type gslmm::cholesky_decomposition< double >::_d [private]   Diagonal. matrix_type* gslmm::cholesky_decomposition< double >::_l [mutable, private]   The Q of the QR decomposition of the input matrix. matrix_type* gslmm::cholesky_decomposition< double >::_lt [mutable, private]   The R of the QR decomposition of the input matrix. The documentation for this struct was generated from the following file: cholesky_decomposition_double.hh