void LDLDecomposition<T>::getA(MatrixT& A) const
{
MatrixT L,temp;
DiagonalMatrixTemplate<T> D;
getL(L);
getD(D);
D.postMultiply(L,temp);
A.mulTransposeB(temp,L);
}
void Gaussian<T>::getCovariance(MatrixT& sigma) const
{
sigma.mulTransposeB(L,L);
}