Lines Matching defs:LLT
21 * \class LLT
37 * Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
44 * \sa MatrixBase::llt(), class LDLT
50 template<typename _MatrixType, int _UpLo> class LLT
76 * perform decompositions via LLT::compute(const MatrixType&).
78 LLT() : m_matrix(), m_isInitialized(false) {}
84 * \sa LLT()
86 LLT(Index size) : m_matrix(size, size),
89 LLT(const MatrixType& matrix)
99 eigen_assert(m_isInitialized && "LLT is not initialized.");
106 eigen_assert(m_isInitialized && "LLT is not initialized.");
112 * Since this LLT class assumes anyway that the matrix A is invertible, the solution
118 * \sa solveInPlace(), MatrixBase::llt()
121 inline const internal::solve_retval<LLT, Rhs>
124 eigen_assert(m_isInitialized && "LLT is not initialized.");
126 && "LLT::solve(): invalid number of rows of the right hand side matrix b");
127 return internal::solve_retval<LLT, Rhs>(*this, b.derived());
144 LLT& compute(const MatrixType& matrix);
146 /** \returns the LLT decomposition matrix
152 eigen_assert(m_isInitialized && "LLT is not initialized.");
166 eigen_assert(m_isInitialized && "LLT is not initialized.");
174 LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
385 LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
406 LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
421 struct solve_retval<LLT<_MatrixType, UpLo>, Rhs>
422 : solve_retval_base<LLT<_MatrixType, UpLo>, Rhs>
424 typedef LLT<_MatrixType,UpLo> LLTType;
446 * \sa LLT::solve(), MatrixBase::llt()
450 void LLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
452 eigen_assert(m_isInitialized && "LLT is not initialized.");
462 MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
464 eigen_assert(m_isInitialized && "LLT is not initialized.");
469 * \returns the LLT decomposition of \c *this
472 inline const LLT<typename MatrixBase<Derived>::PlainObject>
473 MatrixBase<Derived>::llt() const
475 return LLT<PlainObject>(derived());
479 * \returns the LLT decomposition of \c *this
482 inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
483 SelfAdjointView<MatrixType, UpLo>::llt() const
485 return LLT<PlainObject,UpLo>(m_matrix);