ct::optcon::Cholesky< MatrixType, UpLo > Class Template Reference

Cholesky square root decomposition of a symmetric positive-definite matrix. More...

#include <UnscentedKalmanFilter.h>

Inheritance diagram for ct::optcon::Cholesky< MatrixType, UpLo >:

Public Member Functions
	Cholesky ()
	Constructor. More...
	Cholesky (const MatrixType &m)
	Construct cholesky square root decomposition from matrix. More...
Cholesky &	setIdentity ()
	Set decomposition to identity. More...
bool	isIdentity () const
	Check whether the decomposed matrix is the identity matrix. More...
template<typename Derived >
Cholesky &	setL (const Eigen::MatrixBase< Derived > &matrix)
	Set lower triangular part of the decomposition. More...
template<typename Derived >
Cholesky &	setU (const Eigen::MatrixBase< Derived > &matrix)
	Set upper triangular part of the decomposition. More...
template<typename Derived >
Cholesky< _MatrixType, _UpLo > &	setL (const Eigen::MatrixBase< Derived > &matrix)
template<typename Derived >
Cholesky< _MatrixType, _UpLo > &	setU (const Eigen::MatrixBase< Derived > &matrix)

Detailed Description

template<typename MatrixType, int UpLo = Eigen::Lower>
class ct::optcon::Cholesky< MatrixType, UpLo >

Cholesky square root decomposition of a symmetric positive-definite matrix.

Template Parameters

MatrixType	The matrix type
UpLo	Square root form (Eigen::Lower or Eigen::Upper)

Constructor & Destructor Documentation

Cholesky() [1/2]

template<typename _MatrixType , int _UpLo>

ct::optcon::Cholesky< _MatrixType, _UpLo >::Cholesky

(

)

Constructor.

Cholesky() [2/2]

template<typename MatrixType, int UpLo = Eigen::Lower>

ct::optcon::Cholesky< MatrixType, UpLo >::Cholesky

(

const MatrixType &

m

)

Construct cholesky square root decomposition from matrix.

Member Function Documentation

setIdentity()

template<typename _MatrixType , int _UpLo>

Cholesky< _MatrixType, _UpLo > & ct::optcon::Cholesky< _MatrixType, _UpLo >::setIdentity

(

)

Set decomposition to identity.

References ct::optcon::Cholesky< MatrixType, UpLo >::setIdentity().

Referenced by ct::optcon::Cholesky< MatrixType, UpLo >::setIdentity().

isIdentity()

template<typename _MatrixType , int _UpLo>

bool ct::optcon::Cholesky< _MatrixType, _UpLo >::isIdentity

(

)

const

Check whether the decomposed matrix is the identity matrix.

setL() [1/2]

template<typename MatrixType, int UpLo = Eigen::Lower>

template<typename Derived >

Cholesky& ct::optcon::Cholesky< MatrixType, UpLo >::setL

(

const Eigen::MatrixBase< Derived > &

matrix

)

Set lower triangular part of the decomposition.

Parameters

matrix

The lower part stored in a full matrix

setU() [1/2]

template<typename MatrixType, int UpLo = Eigen::Lower>

template<typename Derived >

Cholesky& ct::optcon::Cholesky< MatrixType, UpLo >::setU

(

const Eigen::MatrixBase< Derived > &

matrix

)

Set upper triangular part of the decomposition.

Parameters

matrix

The upper part stored in a full matrix

setL() [2/2]

template<typename MatrixType, int UpLo = Eigen::Lower>

template<typename Derived >

Cholesky<_MatrixType, _UpLo>& ct::optcon::Cholesky< MatrixType, UpLo >::setL

(

const Eigen::MatrixBase< Derived > &

matrix

)

setU() [2/2]

template<typename MatrixType, int UpLo = Eigen::Lower>

template<typename Derived >

Cholesky<_MatrixType, _UpLo>& ct::optcon::Cholesky< MatrixType, UpLo >::setU

(

const Eigen::MatrixBase< Derived > &

matrix

)

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The documentation for this class was generated from the following files:

• /home/gim2rng/ct_devel_ws/src/control-toolbox/ct_optcon/include/ct/optcon/filter/UnscentedKalmanFilter.h
• /home/gim2rng/ct_devel_ws/src/control-toolbox/ct_optcon/include/ct/optcon/filter/UnscentedKalmanFilter-impl.h