1.3.1
CCC
 
Cholesky Class Reference

#include <Cholesky.hpp>

Inheritance diagram for Cholesky:
ALinearOp

Public Member Functions

 Cholesky (const MatrixSparse *mat)
 
 Cholesky (const Cholesky &m)=delete
 
Choleskyoperator= (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)
 
ALinearOpoperator= (const ALinearOp &m)
 
virtual ~ALinearOp ()
 
void evalDirect (const VectorDouble &inv, VectorDouble &outv) const
 
void setX0 (const VectorDouble &x0)
 
void mustShowStats (bool status)
 
const LogStatsgetLogStats () const
 

Constructor & Destructor Documentation

◆ Cholesky() [1/2]

Cholesky::Cholesky ( const MatrixSparse mat)

◆ Cholesky() [2/2]

Cholesky::Cholesky ( const Cholesky m)
delete

◆ ~Cholesky()

Cholesky::~Cholesky ( )
virtual

Member Function Documentation

◆ evalInverse()

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

Evaluate the product: 'outv' = MAT^{-1} * 'inv' (ALinearOp heritage)

Parameters
[in]vecinArray of input values
[out]vecoutArray of output values

Reimplemented from ALinearOp.

◆ getLogDeterminant()

double Cholesky::getLogDeterminant ( ) const

◆ getSize()

int Cholesky::getSize ( ) const
overridevirtual

Implements ALinearOp.

◆ isValid()

bool Cholesky::isValid ( ) const
inline

◆ operator=()

Cholesky& Cholesky::operator= ( const Cholesky m)
delete

◆ simulate()

int Cholesky::simulate ( const VectorDouble b,
VectorDouble x 
) const

Simulate using Cholesky

Parameters
[out]bInput Vector
[out]xSimulated output vector

◆ solve()

int Cholesky::solve ( const VectorDouble b,
VectorDouble x 
) const

◆ stdev()

int Cholesky::stdev ( VectorDouble vcur,
bool  flagStDev = false 
) const

Perform the calculation of the Standard Deviation of Estimation Error

Parameters
[out]vcurOutput array
[in]flagStDevFALSE for a variance calculation, True for StDev.

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