qpmad
Eigen-based C++ QP solver.
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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) |
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inlinestatic |
Definition at line 27 of file cholesky.h.
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inlinestatic |
Definition at line 47 of file cholesky.h.