Class H2LibCholeskyDecomposition

Class H2LibCholeskyDecomposition

Aboria::H2LibCholeskyDecomposition

Synopsis

// In header: </home/travis/build/martinjrobins/Aboria/src/H2Lib.h>


class H2LibCholeskyDecomposition {
public:
  // construct/copy/destruct
  H2LibCholeskyDecomposition(const ph2matrix, const pblock, const double);

  // public member functions
  template<typename DerivedRHS> 
    void solve(const Eigen::DenseBase< DerivedRHS > &, 
               Eigen::Matrix< double, Eigen::Dynamic, 1 > &);
  template<typename T1, typename T2> 
    void solve(const std::vector< T1 > &, std::vector< T2 > &);
  double determinant() const;
  double log_determinant() const;

  // private member functions
  double log_determinant_sum(ph2matrix) const;
};

Description

`H2LibCholeskyDecomposition` public construct/copy/destruct

H2LibCholeskyDecomposition(const ph2matrix h2mat, const pblock broot, 
                           const double tol);

`H2LibCholeskyDecomposition` public member functions

template<typename DerivedRHS> 
  void solve(const Eigen::DenseBase< DerivedRHS > & source, 
             Eigen::Matrix< double, Eigen::Dynamic, 1 > & dest);

template<typename T1, typename T2> 
  void solve(const std::vector< T1 > & source, std::vector< T2 > & dest);

```
double determinant() const;
```
returns the determinant of the H2 matrix that was used to make this decomposition

Returns:

double

NaN if negative eigenvalues found (i.e. H2 matrix not positive definite)
```
double log_determinant() const;
```
returns the log determinant of the H2 matrix that was used to make this decomposition.

Returns:

double

NaN if negative eigenvalues found (i.e. H2 matrix not positive definite)

-HUGE_VAL if zero eigenvalues found

`H2LibCholeskyDecomposition` private member functions

double log_determinant_sum(ph2matrix h2) const;