linalg::Cholesky< Mat > Struct Template Reference

Factors a real positive-definite matrix as A = G G^T. More...

#include <cholesky.hpp>

Inheritance diagram for linalg::Cholesky< Mat >:

Public Types
using	SymmetricBase = SymmetricOperator< Mat, Cholesky< Mat > >
	alias for symmetric operators
Public Types inherited from linalg::SymmetricOperator< Mat, Cholesky< Mat > >
using	OperatorBase = Endomorphism< Mat, SymmetricOperator< Mat, Cholesky< Mat > > >
	alias to extract base types
Public Types inherited from linalg::Endomorphism< Mat, Derived >
using	T = matrix_scalar_t< Mat >
	alias helpers for types
using	ScalarT = real_type_t< T >
using	ComplexT = std::complex< ScalarT >

Public Member Functions
constexpr	Cholesky (const Mat &A)
	Factor A as G G^T using Cholesky column updates.
constexpr	Cholesky (const Mat &A, const config::FactorConfig< T > &config_in)
	Compute Cholesky factors with explicit settings.
constexpr auto	G () const
	Reconstruct the lower-triangular Cholesky factor.
Public Member Functions inherited from linalg::SymmetricOperator< Mat, Cholesky< Mat > >
constexpr	SymmetricOperator (const Mat &A)
	CTOR.
constexpr auto	operator() (std::size_t i, std::size_t j) const
	get element at (i,j) index
constexpr std::size_t	index (std::size_t i, std::size_t j) const
	index from (row, col)
constexpr bool	is_pd () const
	is pd check
constexpr bool	is_nd () const
	is nd check
constexpr bool	is_psd () const
	is psd check
constexpr bool	is_nsd () const
	is nsd check
constexpr bool	is_ind () const
	is indefinite
constexpr bool	is_valid () const
	is valid
constexpr void	compute_definiteness (const Vector< DiagT, N > &diag, const ScalarT &tol)
	compute definiteness
constexpr const Cholesky< Mat > &	self () const
	self
Public Member Functions inherited from linalg::Endomorphism< Mat, Derived >
constexpr const T &	operator() (std::size_t i, std::size_t j) const
	get element at (i,j) index
constexpr T &	operator() (std::size_t i, std::size_t j)
	get element at (i,j) index
constexpr Derived &	self ()
	self
constexpr const Derived &	self () const
	self

Additional Inherited Members
Public Attributes inherited from linalg::SymmetricOperator< Mat, Cholesky< Mat > >
SymmetricOperatorType	type
	member variables
Vector< T, DIM >	svec
Static Public Attributes inherited from linalg::SymmetricOperator< Mat, Cholesky< Mat > >
static constexpr std::size_t	DIM
	helpers to get DIM from mat
Static Public Attributes inherited from linalg::Endomorphism< Mat, Derived >
static constexpr std::size_t	N = mat_rows_v<Mat>
	helper to extract N

Detailed Description

template<SquareMatrix Mat>
struct linalg::Cholesky< Mat >

Factors a real positive-definite matrix as A = G G^T.

forward declaration of cholesky

Template Parameters

Mat	Real square matrix type.

Definition at line 20 of file cholesky.hpp.

Member Typedef Documentation

SymmetricBase

template<SquareMatrix Mat>

using linalg::Cholesky< Mat >::SymmetricBase = SymmetricOperator<Mat, Cholesky<Mat> >

alias for symmetric operators

Definition at line 22 of file cholesky.hpp.

Constructor & Destructor Documentation

Cholesky() [1/2]

template<SquareMatrix Mat>

constexpr linalg::Cholesky< Mat >::Cholesky ( const Mat &  A )

inlineexplicitconstexpr

Factor A as G G^T using Cholesky column updates.

Parameters

[in]

A

Real symmetric positive-definite input matrix.

Definition at line 38 of file cholesky.hpp.

References linalg::mat_rows_v.

Cholesky() [2/2]

template<SquareMatrix Mat>

constexpr linalg::Cholesky< Mat >::Cholesky ( const Mat &  A, const config::FactorConfig< T > &  config_in  )

inlineexplicitconstexpr

Compute Cholesky factors with explicit settings.

Parameters

[in]	A	Real symmetric positive-definite input matrix.
[in]	config_in	Factorization settings and definiteness tolerance.

Definition at line 46 of file cholesky.hpp.

References linalg::mat_rows_v.

Member Function Documentation

G()

template<SquareMatrix Mat>

constexpr auto linalg::Cholesky< Mat >::G ( ) const

inlineconstexpr

Reconstruct the lower-triangular Cholesky factor.

Returns

Matrix<T, N, N> containing G such that A = G G^T.

Definition at line 57 of file cholesky.hpp.

References linalg::mat_rows_v.

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The documentation for this struct was generated from the following file:

• include/akreon/linalg/operator/cholesky.hpp