Solve.h File Reference

Solving by a factorization of a small matrix: transposedSolve() gives \( (A^{-1} B)^T \), the shape of a Kalman gain and of a statistical linearization, from an Eigen factorization of \( A \), and solveInPlace() overwrites \( B \) with \( A^{-1} B \), and inverseFrom() gives \( A^{-1} \), all one column of \( B \) at a time where \( A \) has a small fixed size, which Eigen's solve with a matrix right-hand side does not do. More...

#include <Eigen/Core>
#include <EmrysFilter/Core/Multiply.h>

Go to the source code of this file.

Detailed Description

Solving by a factorization of a small matrix: transposedSolve() gives \( (A^{-1} B)^T \), the shape of a Kalman gain and of a statistical linearization, from an Eigen factorization of \( A \), and solveInPlace() overwrites \( B \) with \( A^{-1} B \), and inverseFrom() gives \( A^{-1} \), all one column of \( B \) at a time where \( A \) has a small fixed size, which Eigen's solve with a matrix right-hand side does not do.

Multiply.h does the same for products. Everything here is in internal. Read Stamp.h next.