ublas_cholesky.hpp File Reference

Cholesky decomposition. More...

#include <cassert>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/vector_expression.hpp>
#include <boost/numeric/ublas/matrix_expression.hpp>
#include <boost/numeric/ublas/triangular.hpp>

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Namespaces
	bayesopt
	Namespace of the library interface.
	bayesopt::utils
	Extra utils: math functions, ublas helpers, etc.

Functions
template<class MATRIX , class TRIA >
size_t	bayesopt::utils::cholesky_decompose (const MATRIX &A, TRIA &L)
	decompose the symmetric positive definit matrix A into product L L^T. More...
template<class MATRIX >
size_t	bayesopt::utils::cholesky_decompose (MATRIX &A)
	decompose the symmetric positive definit matrix A into product L L^T. More...
template<class MATRIX >
size_t	bayesopt::utils::incomplete_cholesky_decompose (MATRIX &A)
	decompose the symmetric positive definit matrix A into product L L^T. More...
template<class TRIA , class MATRIX >
void	bayesopt::utils::cholesky_solve (const TRIA &L, MATRIX &x, ublas::lower)
	solve system L L^T x = b inplace More...
template<class Min , class Mout >
size_t	bayesopt::utils::inverse_cholesky (const Min &M, Mout &inverse)
	Computes the inverse matrix of a symmetric positive definite matrix. More...
template<class TRIA , class VECTOR >
void	bayesopt::utils::cholesky_add_row (TRIA &L, const VECTOR &v)
	decompose the symmetric positive definit matrix A into product L L^T. More...

Detailed Description

Cholesky decomposition.

Definition in file ublas_cholesky.hpp.