Exemple #1
0
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);
}