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Add simple example on how to compute Cholesky decomposition.

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This commit is contained in:
Jitse Niesen
2011-11-07 17:14:06 +00:00
parent f422668d39
commit 45a6bb34c3
4 changed files with 23 additions and 3 deletions
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2
Eigen/src/Cholesky/LDLT.h
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@@ -31,7 +31,7 @@ namespace internal {
template<typename MatrixType, int UpLo> struct LDLT_Traits;
}
/** \ingroup cholesky_Module
/** \ingroup Cholesky_Module
*
* \class LDLT
*

9
Eigen/src/Cholesky/LLT.h
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@@ -29,7 +29,7 @@ namespace internal{
template<typename MatrixType, int UpLo> struct LLT_Traits;
}
/** \ingroup cholesky_Module
/** \ingroup Cholesky_Module
*
* \class LLT
*
@@ -49,6 +49,9 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
* use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
* has a solution.
*
* Example: \include LLT_example.cpp
* Output: \verbinclude LLT_example.out
*
* \sa MatrixBase::llt(), class LDLT
*/
/* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
@@ -333,9 +336,11 @@ template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
} // end namespace internal
/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
*
*
* \returns a reference to *this
*
* Example: \include TutorialLinAlgComputeTwice.cpp
* Output: \verbinclude TutorialLinAlgComputeTwice.out
*/
template<typename MatrixType, int _UpLo>
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)