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template<class MatrixT , class MatrixL > |
void | shark::blas::choleskyDecomposition (matrix_expression< MatrixT > const &A, matrix_expression< MatrixL > &L) |
| Lower triangular Cholesky decomposition. More...
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template<class Matrix , class Vector > |
void | shark::blas::choleskyUpdate (matrix_expression< Matrix > &L, vector_expression< Vector > const &v, double alpha, double beta) |
| Updates a covariance factor by a rank one update. More...
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template<class MatrixL > |
std::size_t | shark::blas::pivotingCholeskyDecompositionInPlace (shark::blas::matrix_expression< MatrixL > &Lref, PermutationMatrix &P) |
| Lower triangular Cholesky decomposition with full pivoting performed in place. More...
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template<class MatrixA , class MatrixL > |
std::size_t | shark::blas::pivotingCholeskyDecomposition (matrix_expression< MatrixA > const &A, PermutationMatrix &P, matrix_expression< MatrixL > &L) |
| Lower triangular Cholesky decomposition with full pivoting. More...
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