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); }