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vnl_cholesky Class Reference

#include <vnl_cholesky.h>

Collaboration diagram for vnl_cholesky:

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List of all members.

Public Types

enum  Operation { quiet, verbose, estimate_condition }

Public Methods

 vnl_cholesky (vnl_matrix< double > const &M, Operation mode=verbose)
 ~vnl_cholesky ()
vnl_vector< double > solve (vnl_vector< double > const &b) const
void solve (vnl_vector< double > const &b, vnl_vector< double > *x) const
double determinant () const
vnl_matrix< double > inverse () const
vnl_matrix< double > lower_triangle () const
vnl_matrix< double > upper_triangle () const
vnl_matrix< double > const & L_badly_named_method ()
int rank_deficiency () const
double rcond () const
vnl_vector< double > & nullvector ()
vnl_vector< double > const & nullvector () const

Protected Attributes

vnl_matrix< double > A_
double rcond_
int num_dims_rank_def_
vnl_vector< double > nullvector_

Detailed Description

vnl_cholesky - Decomposition of symmetric matrix. A class to hold the Cholesky decomposition of a symmetric matrix and use that to solve linear systems, compute determinants and inverses. The cholesky decomposition decomposes symmetric A = L*L.transpose() where L is lower triangular

Definition at line 25 of file vnl_cholesky.h.


Member Enumeration Documentation

enum vnl_cholesky::Operation
 

Modes of computation.\ See constructor for details.

Enumeration values:
quiet 
verbose 
estimate_condition 

Definition at line 29 of file vnl_cholesky.h.


Constructor & Destructor Documentation

vnl_cholesky::vnl_cholesky vnl_matrix< double > const &    M,
Operation    mode = verbose
 

Make cholesky decomposition of M optionally computing. the reciprocal condition number.

vnl_cholesky::~vnl_cholesky   [inline]
 

Definition at line 39 of file vnl_cholesky.h.

References A_.


Member Function Documentation

double vnl_cholesky::determinant   const
 

Compute determinant.

vnl_matrix<double> vnl_cholesky::inverse   const
 

Compute inverse.\ Not efficient.

vnl_matrix<double> const& vnl_cholesky::L_badly_named_method   [inline]
 

return the decomposition matrix.

Definition at line 67 of file vnl_cholesky.h.

References nullvector_.

vnl_matrix<double> vnl_cholesky::lower_triangle   const
 

Return lower-triangular factor.

vnl_vector<double> const& vnl_cholesky::nullvector   const [inline]
 

Definition at line 82 of file vnl_cholesky.h.

vnl_vector<double>& vnl_cholesky::nullvector   [inline]
 

Return computed nullvector.\ Not calculated unless Operaton mode. at construction was estimate_condition.

Definition at line 81 of file vnl_cholesky.h.

int vnl_cholesky::rank_deficiency   const [inline]
 

A Success/failure flag.

Definition at line 71 of file vnl_cholesky.h.

References A_, and rcond_.

double vnl_cholesky::rcond   const [inline]
 

Return reciprocal condition number.\ Not calculated unless Operaton mode. at construction was estimate_condition.

Definition at line 76 of file vnl_cholesky.h.

References nullvector_, and num_dims_rank_def_.

void vnl_cholesky::solve vnl_vector< double > const &    b,
vnl_vector< double > *    x
const
 

Solve LS problem M x = b.

vnl_vector<double> vnl_cholesky::solve vnl_vector< double > const &    b const
 

Solve LS problem M x = b.

vnl_matrix<double> vnl_cholesky::upper_triangle   const
 

Return upper-triangular factor.


Member Data Documentation

vnl_matrix<double> vnl_cholesky::A_ [protected]
 

Definition at line 88 of file vnl_cholesky.h.

Referenced by rank_deficiency(), and ~vnl_cholesky().

vnl_vector<double> vnl_cholesky::nullvector_ [protected]
 

Definition at line 91 of file vnl_cholesky.h.

Referenced by L_badly_named_method(), and rcond().

int vnl_cholesky::num_dims_rank_def_ [protected]
 

Definition at line 90 of file vnl_cholesky.h.

Referenced by rcond().

double vnl_cholesky::rcond_ [protected]
 

Definition at line 89 of file vnl_cholesky.h.

Referenced by rank_deficiency().


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