Classes | |
class | TooN::Cholesky< Size, Precision > |
Decomposes a positive-semidefinite symmetric matrix A (such as a covariance) into L*D*L^T, where L is lower-triangular and D is diagonal. More... | |
class | TooN::LU< Size, Precision > |
Performs LU decomposition and back substitutes to solve equations. More... | |
struct | TooN::SQSVD< Size, Precision > |
version of SVD forced to be square princiapally here to allow use in WLS More... | |
class | TooN::SymEigen< Size, Precision > |
Performs eigen decomposition of a matrix. More... | |
class | TooN::SVD< Rows, Cols, Precision > |
Performs SVD and back substitute to solve equations. More... | |
Functions | |
template<int R, int C, class Precision, class Base> | |
void | TooN::gauss_jordan (Matrix< R, C, Precision, Base > &m) |
These are wrappers for functionality provided by the LAPACK library.
void TooN::gauss_jordan | ( | Matrix< R, C, Precision, Base > & | m | ) |
Perform Gauss-Jordan reduction on m.
If m is of the form , then after reduction, m will be
. There is no restriction on the input, in that the matrix augmenting A does not need to be I, or square. The reduction is performed using elementary row operations and partial pivoting.
m | The matrix to be reduced. |