mrpt::math::CSparseMatrix::CholeskyDecomp Class Reference

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Detailed Description

Auxiliary class to hold the results of a Cholesky factorization of a sparse matrix.

Usage example:

     CSparseMatrix  SM(100,100);
     SM.insert_entry(i,j, val); ...
     SM.compressFromTriplet();

     // Do Cholesky decomposition:
                CSparseMatrix::CholeskyDecomp  CD(SM);
     CD.get_inverse();
     ...

Note:

Only the upper triangular part of the input matrix is accessed.

This class was initially adapted from "robotvision", by Hauke Strasdat, Steven Lovegrove and Andrew J. Davison. See http://www.openslam.org/robotvision.html

This class designed to be "uncopiable".

See also:

The main class: CSparseMatrix

Definition at line 346 of file CSparseMatrix.h.

#include <mrpt/math/CSparseMatrix.h>

Inheritance diagram for mrpt::math::CSparseMatrix::CholeskyDecomp:

List of all members.

Public Member Functions
	CholeskyDecomp (const CSparseMatrix &A)
	Constructor from a square definite-positive sparse matrix A, which can be use to solve Ax=b The actual Cholesky decomposition takes places in this constructor.
virtual	~CholeskyDecomp ()
	Destructor.
CMatrixDouble	get_L () const
	Return the L matrix (L*L' = M), as a dense matrix.
void	get_L (CMatrixDouble &out_L) const
	Return the L matrix (L*L' = M), as a dense matrix.
mrpt::vector_double	backsub (const mrpt::vector_double &b) const
	Return the vector from a back-substitution step that solves: Ux=b.
void	backsub (const mrpt::vector_double &b, mrpt::vector_double &result_x) const
	Return the vector from a back-substitution step that solves: Ux=b.
void	update (const CSparseMatrix &new_SM)
	Update the Cholesky factorization from an updated vesion of the original input, square definite-positive sparse matrix.
Private Attributes
css *	m_symbolic_structure
csn *	m_numeric_structure
const CSparseMatrix *	m_originalSM
	A const reference to the original matrix used to build this decomposition.

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Constructor & Destructor Documentation

mrpt::math::CSparseMatrix::CholeskyDecomp::CholeskyDecomp

(

const CSparseMatrix &

A

)

Constructor from a square definite-positive sparse matrix A, which can be use to solve Ax=b The actual Cholesky decomposition takes places in this constructor.

Note:

Only the upper triangular part of the matrix is accessed.

Exceptions:

std::runtime_error	On non-square input matrix.
mrpt::math::CExceptionNotDefPos	On non-definite-positive matrix as input.

virtual mrpt::math::CSparseMatrix::CholeskyDecomp::~CholeskyDecomp

(

)

[virtual]

Destructor.

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Member Function Documentation

mrpt::vector_double mrpt::math::CSparseMatrix::CholeskyDecomp::backsub

(

const mrpt::vector_double &

b

)

const [inline]

Return the vector from a back-substitution step that solves: Ux=b.

Definition at line 372 of file CSparseMatrix.h.

References backsub().

Referenced by backsub().

void mrpt::math::CSparseMatrix::CholeskyDecomp::backsub	(	const mrpt::vector_double &	b,
		mrpt::vector_double &	result_x
	)		const

Return the vector from a back-substitution step that solves: Ux=b.

void mrpt::math::CSparseMatrix::CholeskyDecomp::get_L

(

CMatrixDouble &

out_L

)

const

Return the L matrix (L*L' = M), as a dense matrix.

CMatrixDouble mrpt::math::CSparseMatrix::CholeskyDecomp::get_L

(

)

const [inline]

Return the L matrix (L*L' = M), as a dense matrix.

Definition at line 366 of file CSparseMatrix.h.

References get_L().

Referenced by get_L().

void mrpt::math::CSparseMatrix::CholeskyDecomp::update

(

const CSparseMatrix &

new_SM

)

Update the Cholesky factorization from an updated vesion of the original input, square definite-positive sparse matrix.

NOTE: This new matrix MUST HAVE exactly the same sparse structure than the original one.

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Member Data Documentation

csn* mrpt::math::CSparseMatrix::CholeskyDecomp::m_numeric_structure [private]

Definition at line 350 of file CSparseMatrix.h.

const CSparseMatrix* mrpt::math::CSparseMatrix::CholeskyDecomp::m_originalSM [private]

A const reference to the original matrix used to build this decomposition.

Definition at line 351 of file CSparseMatrix.h.

css* mrpt::math::CSparseMatrix::CholeskyDecomp::m_symbolic_structure [private]

Definition at line 349 of file CSparseMatrix.h.