1.7.3
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Public Member Functions | List of all members
CholeskySparse Class Reference

#include <CholeskySparse.hpp>

Inheritance diagram for CholeskySparse:
ACholesky ASimulable ALinearOp

Public Member Functions

 CholeskySparse (const MatrixSparse *mat=nullptr)
 
 CholeskySparse (const CholeskySparse &m)
 
CholeskySparse & operator= (const CholeskySparse &m)
 
virtual ~CholeskySparse ()
 
int setMatrix (const MatrixSparse *mat)
 
int stdev (VectorDouble &vcur, bool flagStDev=false) const
 
double computeLogDeterminant () const override
 
int addSolveX (const constvect vecin, vect vecout) const override
 
int addInvLtX (const constvect vecin, vect vecout) const override
 
int addLtX (const constvect vecin, vect vecout) const override
 
int addLX (const constvect vecin, vect vecout) const override
 
int addInvLX (const constvect vecin, vect vecout) const override
 
- Public Member Functions inherited from ACholesky
 ACholesky (const AMatrix *mat)
 
 ACholesky (const ACholesky &m)
 
ACholesky & operator= (const ACholesky &m)
 
virtual ~ACholesky ()
 
int getSize () const override
 
const AMatrix * getMatrix () const
 
int solve (const constvect vecin, vect vecout) const
 
int InvLtX (const constvect whitenoise, vect vecout) const
 
int LtX (const constvect whitenoise, vect vecout) const
 
int LX (const constvect whitenoise, vect vecout) const
 
int InvLX (const constvect whitenoise, vect vecout) const
 
int solveMatrix (const MatrixDense &b, MatrixDense &x) const
 
bool isReady () const
 
VectorDouble invLtX (const VectorDouble &vecin) const
 
VectorDouble LtX (const VectorDouble &vecin) const
 
VectorDouble LX (const VectorDouble &vecin) const
 
VectorDouble invLX (const VectorDouble &vecin) const
 
VectorDouble solveX (const VectorDouble &vecin) const
 
- Public Member Functions inherited from ASimulable
 ASimulable ()
 
virtual ~ASimulable ()
 
int evalSimulate (const VectorDouble &whitenoise, VectorDouble &outv) const
 
VectorDouble evalSimulate (const VectorDouble &whitenoise) const
 
VectorDouble simulate () const
 
int evalSimulate (const constvect whitenoise, vect result) const
 
int addSimulateToDest (const constvect whitenoise, vect outv) const
 
- Public Member Functions inherited from ALinearOp
 ALinearOp ()
 
 ALinearOp (const ALinearOp &op)=delete
 
virtual ~ALinearOp ()
 
int evalDirect (const VectorDouble &inv, VectorDouble &outv) const
 
VectorDouble evalDirect (const VectorDouble &in) const
 
virtual void multiplyByValueAndAddDiagonal (double v1=1., double v2=0.)
 
virtual void resetModif ()
 
void setUseFactor (bool usefactor)
 
int evalDirect (constvect inv, vect outv) const
 
int addToDest (const constvect inv, vect outv) const
 
int addToDest (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const
 

Constructor & Destructor Documentation

◆ CholeskySparse() [1/2]

CholeskySparse::CholeskySparse ( const MatrixSparse *  mat = nullptr)

◆ CholeskySparse() [2/2]

CholeskySparse::CholeskySparse ( const CholeskySparse &  m)

◆ ~CholeskySparse()

CholeskySparse::~CholeskySparse ( )
virtual

Member Function Documentation

◆ addInvLtX()

int CholeskySparse::addInvLtX ( const constvect  vecin,
vect  vecout 
) const
overridevirtual

Implements ACholesky.

◆ addInvLX()

int CholeskySparse::addInvLX ( const constvect  vecin,
vect  vecout 
) const
overridevirtual

Implements ACholesky.

◆ addLtX()

int CholeskySparse::addLtX ( const constvect  vecin,
vect  vecout 
) const
overridevirtual

Implements ACholesky.

◆ addLX()

int CholeskySparse::addLX ( const constvect  vecin,
vect  vecout 
) const
overridevirtual

Implements ACholesky.

◆ addSolveX()

int CholeskySparse::addSolveX ( const constvect  vecin,
vect  vecout 
) const
overridevirtual

Implements ACholesky.

◆ computeLogDeterminant()

double CholeskySparse::computeLogDeterminant ( ) const
overridevirtual

Implements ACholesky.

◆ operator=()

CholeskySparse & CholeskySparse::operator= ( const CholeskySparse &  m)

◆ setMatrix()

int CholeskySparse::setMatrix ( const MatrixSparse *  mat)

◆ stdev()

int CholeskySparse::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: