TooN 2.1

Classes to perform matrix decompositions, used to solve linear equations and provide information about matrices. More...
Classes  
class  Cholesky< Size, Precision > 
Decomposes a positivesemidefinite symmetric matrix A (such as a covariance) into L*D*L^T, where L is lowertriangular and D is diagonal. More...  
class  Lapack_Cholesky< Size, Precision > 
Decomposes a positivesemidefinite symmetric matrix A (such as a covariance) into L*L^T, where L is lowertriangular. More...  
class  LU< Size, Precision > 
Performs LU decomposition and back substitutes to solve equations. More...  
class  QR< Rows, Cols, Precision > 
Performs QR decomposition. More...  
class  QR_Lapack< Rows, Cols, Precision > 
Performs QR decomposition. More...  
struct  SQSVD< Size, Precision > 
version of SVD forced to be square princiapally here to allow use in WLS More...  
class  SymEigen< Size, Precision > 
Performs eigen decomposition of a matrix. More...  
class  GR_SVD< M, N, Precision, WANT_U, WANT_V > 
Performs SVD and back substitute to solve equations. More...  
class  SVD< Rows, Cols, Precision > 
Performs SVD and back substitute to solve equations. More...  
Functions  
template<int R, int C, class Precision , class Base >  
void  gauss_jordan (Matrix< R, C, Precision, Base > &m) 
Matrix< 2 >  inv (const Matrix< 2 > &m) 
Classes to perform matrix decompositions, used to solve linear equations and provide information about matrices.
Some of these are wrappers around LAPACK, others are built in. provided by the LAPACK library.
void TooN::gauss_jordan  (  Matrix< R, C, Precision, Base > &  m  ) 
Perform GaussJordan 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. 
References Matrix< Rows, Cols, Precision, Layout >::num_cols(), and Matrix< Rows, Cols, Precision, Layout >::num_rows().
Matrix<2> TooN::inv  (  const Matrix< 2 > &  m  ) 
Invert a matrix.
For sizes other than 2x2, decompositions provide a suitable solition.
m  Matrix to invert. 
References TooN::Data().