cholesky< Backend::EIGEN3, Matrix > Struct Template Reference

Detailed Description

template<class Matrix>
struct shogun::linalg::implementation::cholesky< Backend::EIGEN3, Matrix >

Partial specialization of add for the Eigen3 backend.

Definition at line 75 of file Cholesky.h.

Public Types
typedef Matrix::Scalar	T
typedef SGMatrix< T >	ReturnType
typedef Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >	MatrixXt

Static Public Member Functions
static ReturnType	compute (SGMatrix< T > A, bool lower)

Member Typedef Documentation

typedef Eigen::Matrix<T,Eigen::Dynamic,Eigen::Dynamic> MatrixXt

Eigen3 matrix type

Definition at line 84 of file Cholesky.h.

typedef SGMatrix<T> ReturnType

Return type

Definition at line 81 of file Cholesky.h.

typedef Matrix::Scalar T

Scalar type

Definition at line 78 of file Cholesky.h.

Member Function Documentation

static ReturnType compute ( SGMatrix< T >  A, bool  lower  )

static

Compute the cholesky decomposition \(A = L L^{*}\) or \(A = U^{*} U\) of a Hermitian positive definite matrix

Parameters

A	- the matrix whose cholesky decomposition is to be computed
lower	- whether to compute the upper or lower triangular Cholesky factorization (default:lower)

Returns

the upper or lower triangular Cholesky factorization

Definition at line 91 of file Cholesky.h.

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The documentation for this struct was generated from the following file:

• Cholesky.h