Changeset 5d744e1 in tol


Ignore:
Timestamp:
Sep 11, 2009, 2:35:01 PM (17 years ago)
Author:
Víctor de Buen <vdebuen@…>
Branches:
1941-docker-image-to-test, devel, master
Children:
433986a
Parents:
5e63f40
Message:

New verbosity argument of BVMat::CholeskiFactor

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@1347 be4846ae-f051-483a-831f-b64e7d08527f

File:
1 edited

Legend:

Unmodified
Added
Removed
  • tol/bmath/bstat/arma.cpp

    r5e63f40 r5d744e1  
    586586    As.DMat2sparse((const BMatrix<double>&)A);
    587587    ms.DMat2sparse((const BMatrix<double>&)m);
    588     BVMat::CholeskiFactor(As,Ls,"XtX",true,false);
     588    BVMat::CholeskiFactor(As,Ls,"XtX",true,false,true);
    589589    BVMat::CholeskiSolve(Ls,(ms.T()*As).T(),gps,"PtLLtP");
    590590    gps.GetDMat((BMatrix<double>&)gp);
    … …  
    15421542
    15431543  BVMat eye_qp; eye_qp.Eye(q_p);
    1544   BVMat L_u; BVMat::CholeskiFactor(cov_u,L_u,BVMat::ECFO_X,true,true);
     1544  BVMat L_u; BVMat::CholeskiFactor(cov_u,L_u,BVMat::ECFO_X,true,true,true);
    15451545  BVMat covi_u_; BVMat::CholeskiSolve(L_u,eye_qp,covi_u_,BVMat::ECSS_LLt);
    15461546  BVMat covi_u = (covi_u_+covi_u_.T())/2.0;
    … …  
    15541554  BVMat GtG; BVMat::MtMSqr(G,GtG);
    15551555  BVMat cov_G = covi_u + GtG;
    1556   BVMat L_G; BVMat::CholeskiFactor(cov_G,L_G,BVMat::ECFO_X,true,true);
     1556  BVMat L_G; BVMat::CholeskiFactor(cov_G,L_G,BVMat::ECFO_X,true,true,true);
    15571557  BVMat L_G_sp; L_G_sp.Convert(L_G,BVMat::ESC_chlmRsparse);
    15581558  double log_det_cov_G = 2*L_G_sp.LogTrace();
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