| 57 | |
| 58 | |
| 59 | void |
| 60 | UD_scheme::init () |
| 61 | /* Initialise from a state and state coveriance |
| 62 | * Computes UD factor from initial covaiance |
| 63 | * Predcond: |
| 64 | * X |
| 65 | * Postcond: |
| 66 | * X |
| 67 | * UD=X, d is PSD |
| 68 | */ |
| 69 | { |
| 70 | // Factorise X into left partition of UD |
| 71 | std::size_t x_size = UD.size1(); |
| 72 | UD.sub_matrix(0,x_size, 0,x_size) .assign (X); |
| 73 | Float rcond = UdUfactor (UD, x_size); |
| 74 | rclimit.check_PSD(rcond, "Initial X not PSD"); |
| 75 | } |
| 76 | |
| 77 | |
| 78 | void |
nothing calls this directly
no test coverage detected