#include <Cholesky.hpp>
Public Member Functions | |
Cholesky (const MatrixSparse *mat) | |
Cholesky (const Cholesky &m)=delete | |
Cholesky & | operator= (const Cholesky &m)=delete |
virtual | ~Cholesky () |
int | getSize () const override |
void | evalInverse (const VectorDouble &vecin, VectorDouble &vecout) const override |
bool | isValid () const |
int | solve (const VectorDouble &b, VectorDouble &x) const |
int | simulate (const VectorDouble &b, VectorDouble &x) const |
int | stdev (VectorDouble &vcur, bool flagStDev=false) const |
double | getLogDeterminant () 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 |
Cholesky::Cholesky | ( | const MatrixSparse * | mat | ) |
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delete |
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virtual |
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overridevirtual |
double Cholesky::getLogDeterminant | ( | ) | const |
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overridevirtual |
Implements ALinearOp.
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inline |
int Cholesky::simulate | ( | const VectorDouble & | b, |
VectorDouble & | x | ||
) | const |
Simulate using Cholesky
[out] | b | Input Vector |
[out] | x | Simulated output vector |
int Cholesky::solve | ( | const VectorDouble & | b, |
VectorDouble & | x | ||
) | const |
int Cholesky::stdev | ( | VectorDouble & | vcur, |
bool | flagStDev = false |
||
) | const |
Perform the calculation of the Standard Deviation of Estimation Error
[out] | vcur | Output array |
[in] | flagStDev | FALSE for a variance calculation, True for StDev. |