qpmad
Eigen-based C++ QP solver.
Static Public Member Functions | List of all members
qpmad::CholeskyFactorization Class Reference

Detailed Description

Cholesky factorization.

We need our own implementation of Cholesky factorization since inplace factorization is not supported by old versions of Eigen. Also, we may want to add regularization at this stage.

Definition at line 23 of file cholesky.h.

#include <cholesky.h>

Static Public Member Functions

template<class t_MatrixType >
static void compute (t_MatrixType &M)
 
template<class t_OutputVectorType , class t_InputMatrixType0 , class t_InputMatrixType1 >
static void solve (t_OutputVectorType &x, t_InputMatrixType0 &L, t_InputMatrixType1 &v)
 

Member Function Documentation

◆ compute()

template<class t_MatrixType >
static void qpmad::CholeskyFactorization::compute ( t_MatrixType &  M)
inlinestatic

Definition at line 27 of file cholesky.h.

◆ solve()

template<class t_OutputVectorType , class t_InputMatrixType0 , class t_InputMatrixType1 >
static void qpmad::CholeskyFactorization::solve ( t_OutputVectorType &  x,
t_InputMatrixType0 &  L,
t_InputMatrixType1 &  v 
)
inlinestatic

Definition at line 47 of file cholesky.h.


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