| 456 | |
| 457 | |
| 458 | RowMatrix::value_type UdUfactor (RowMatrix& UD, const SymMatrix& M) |
| 459 | /* Modified upper triangular Cholesky factor of a |
| 460 | * Positive definite or semi-definite Matrix M |
| 461 | * Wraps UdUfactor for non in place factorisation |
| 462 | * Output: |
| 463 | * UD the UdU' factorisation of M with strict lower triangle zero |
| 464 | * Return: |
| 465 | * see in-place UdUfactor |
| 466 | */ |
| 467 | { |
| 468 | noalias(UD) = M; |
| 469 | RowMatrix::value_type rcond = UdUfactor (UD, M.size1()); |
| 470 | |
| 471 | Lzero (UD); // Zero lower triangle ignored by UdUfactor |
| 472 | return rcond; |
| 473 | } |
| 474 | |
| 475 | |
| 476 | LTriMatrix::value_type LdLfactor (LTriMatrix& LD, const SymMatrix& M) |
no test coverage detected