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*port the Cholesky module to the new solve() API

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*improve documentation
This commit is contained in:
Benoit Jacob
2009-10-29 21:11:05 -04:00
parent e8dd552257
commit 6b48e932e9
8 changed files with 169 additions and 97 deletions
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4
doc/snippets/LLT_solve.cpp
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@@ -3,6 +3,6 @@ typedef Matrix<float,Dynamic,2> DataMatrix;
DataMatrix samples = DataMatrix::Random(12,2);
VectorXf elevations = 2*samples.col(0) + 3*samples.col(1) + VectorXf::Random(12)*0.1;
// and let's solve samples * [x y]^T = elevations in least square sense:
Matrix<float,2,1> xy;
(samples.adjoint() * samples).llt().solve((samples.adjoint()*elevations), &xy);
Matrix<float,2,1> xy
= (samples.adjoint() * samples).llt().solve((samples.adjoint()*elevations));
cout << xy << endl;