covariance.hpp File Reference

#include <vsmc/internal/common.hpp>
#include <vsmc/utility/mkl.hpp>

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Classes
class	vsmc::Covariance< RealType >
	Covariance. More...

Namespaces
	vsmc
	vsmc::internal

Functions
int	vsmc::internal::cov_chol (std::size_t dim, float *chol)
int	vsmc::internal::cov_chol (std::size_t dim, double *chol)
template<typename RealType >
int	vsmc::cov_chol (std::size_t dim, const RealType *cov, RealType *chol, MatrixLayout layout=RowMajor, bool upper=false, bool packed=false)
	Compute Cholesky decomposition of the covariance matrix. More...
template<typename RealType >
void	vsmc::internal::cov_pack (std::size_t dim, const RealType *cov, RealType *chol, MatrixLayout layout, bool upper, bool packed)