Function UdUseperate

bayes/src/UdU.cpp:751–774

}

void UdUseperate (RowMatrix& U, Vec& d, const RowMatrix& UD)
/* Extract the separate U and d parts of the UD factorisation
 * Output:
 *    U and d parts of UD
 */
{
	std::size_t i,j;
	const std::size_t n = UD.size1();
	assert (n == UD.size2());

	for (j = 0; j < n; ++j)
	{
					// Extract d and set diagonal to 1
		d[j] = UD(j,j);
		RowMatrix::Row Uj(U,j);
		Uj[j] = 1;
		for (i = 0; i < j; ++i)
		{
			U(i,j) = UD(i,j);
			// Zero lower triangle of U
			Uj[i] = 0;
		}
	}
}


/*