LinearAlgebra.hpp File Reference

#include <algorithm>
#include <cmath>
#include <stdexcept>
#include "Matrix.hpp"

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Namespaces
namespace	comms
	Central message header for all communication messages.
namespace	comms::math

Functions
bool	comms::math::cholesky_decompose (double *A, size_t n, double *L)
	Linear algebra operations for sensor calibration and filtering.
void	comms::math::solve_lower_triangular (const double *L, size_t n, const double *b, double *x)
void	comms::math::solve_upper_triangular (const double *L, size_t n, const double *b, double *x)
bool	comms::math::solve_cholesky (const double *A, size_t n, const double *b, double *x)
bool	comms::math::matrix_inverse_cholesky (const double *A, size_t n, double *A_inv)
bool	comms::math::weighted_least_squares (const double *X, size_t m, size_t n, const double *y, const double *W_diag, double *beta)
bool	comms::math::regularized_weighted_least_squares (const double *X, size_t m, size_t n, const double *y, const double *W_diag, double lambda, double *beta)