Cholesky Class Reference

#include <Cholesky.hpp>

Inheritance diagram for Cholesky:

Public Member Functions
	Cholesky (const cs *mat=nullptr, bool flagDecompose=true)
	Cholesky (const Cholesky &m)
Cholesky &	operator= (const Cholesky &m)
virtual	~Cholesky ()
int	getSize () const override
void	evalInverse (const VectorDouble &vecin, VectorDouble &vecout) const override
bool	isDefined () const
bool	isCholeskyDecomposed () const
int	reset (const cs *mat=nullptr, bool flagDecompose=true)
void	decompose (bool verbose=false) const
void	simulate (VectorDouble &vecin, VectorDouble &vecout)
void	stdev (VectorDouble &vcur, bool flagStDev=false)
void	printout (const char *title, bool verbose=false) const
double	computeLogDet () const
Public Member Functions inherited from ALinearOp
	ALinearOp (const CGParam params=CGParam())
	ALinearOp (const ALinearOp &m)
ALinearOp &	operator= (const ALinearOp &m)
virtual	~ALinearOp ()
void	evalDirect (const VectorDouble &inv, VectorDouble &outv) const
void	setX0 (const VectorDouble &x0)
void	mustShowStats (bool status)
const LogStats &	getLogStats () const

Protected Member Functions
void	_evalDirect (const VectorDouble &inv, VectorDouble &outv) const override

Private Member Functions
void	_clean ()

Private Attributes
const cs *	_mat
css *	_matS
csn *	_matN
VectorDouble	_work

Additional Inherited Members
Protected Attributes inherited from ALinearOp
LogStats	_logStats

Constructor & Destructor Documentation

Cholesky() [1/2]

Cholesky::Cholesky	(	const cs *	mat = nullptr,
		bool	flagDecompose = true
	)

Cholesky() [2/2]

Cholesky::Cholesky

(

const Cholesky &

m

)

~Cholesky()

Cholesky::~Cholesky ( )

virtual

Member Function Documentation

_clean()

void Cholesky::_clean ( )

private

_evalDirect()

void Cholesky::_evalDirect ( const VectorDouble &  inv, VectorDouble &  outv  ) const

overrideprotectedvirtual

Operate the operation: 'outv' = MAT * 'inv'

Parameters

[in]	inv	Array of input values
[out]	outv	Array of output values

Implements ALinearOp.

computeLogDet()

double Cholesky::computeLogDet

(

)

const

decompose()

void Cholesky::decompose

(

bool

verbose = false

)

const

Finalize the construction of the QChol structure. Perform the Cholesky decomposition

Parameters

[in]

verbose

Verbose flag

Remarks

In case of problem the message is issued in this function

If the decomposition is already performed, nothing is done

evalInverse()

void Cholesky::evalInverse ( const VectorDouble &  vecin, VectorDouble &  vecout  ) const

overridevirtual

Evaluate the product: 'outv' = MAT^{-1} * 'inv'

Parameters

[in]	vecin	Array of input values
[out]	vecout	Array of output values

Reimplemented from ALinearOp.

getSize()

int Cholesky::getSize ( ) const

overridevirtual

Implements ALinearOp.

isCholeskyDecomposed()

bool Cholesky::isCholeskyDecomposed ( ) const

inline

isDefined()

bool Cholesky::isDefined ( ) const

inline

operator=()

Cholesky & Cholesky::operator=

(

const Cholesky &

m

)

printout()

void Cholesky::printout	(	const char *	title,
		bool	verbose = false
	)		const

reset()

int Cholesky::reset	(	const cs *	mat = nullptr,
		bool	flagDecompose = true
	)

simulate()

void Cholesky::simulate	(	VectorDouble &	vecin,
		VectorDouble &	vecout
	)

Simulate using Cholesky

Parameters

[out]	vecin	input Vector
[out]	vecout	Simulated output vector

stdev()

void Cholesky::stdev	(	VectorDouble &	vcur,
		bool	flagStDev = false
	)

Perform the calculation of the Standard Deviation of Estimation Error

Parameters

[out]	vcur	Output array
[in]	flagStDev	FALSE for a variance calculation, True for StDev.

Member Data Documentation

_mat

const cs* Cholesky::_mat

private

_matN

csn* Cholesky::_matN

mutableprivate

_matS

css* Cholesky::_matS

mutableprivate

_work

VectorDouble Cholesky::_work

mutableprivate

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The documentation for this class was generated from the following files:

• include/LinearOp/Cholesky.hpp
• src/LinearOp/Cholesky.cpp