#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 | ) |
|
delete |
|
virtual |
|
overridevirtual |
| double Cholesky::getLogDeterminant | ( | ) | const |
|
overridevirtual |
Implements ALinearOp.
|
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. |