Changeset 5d744e1 in tol
- Timestamp:
- Sep 11, 2009, 2:35:01 PM (17 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 433986a
- Parents:
- 5e63f40
- File:
-
- 1 edited
-
tol/bmath/bstat/arma.cpp (modified) (3 diffs)
Legend:
- Unmodified
- Added
- Removed
-
tol/bmath/bstat/arma.cpp
r5e63f40 r5d744e1 586 586 As.DMat2sparse((const BMatrix<double>&)A); 587 587 ms.DMat2sparse((const BMatrix<double>&)m); 588 BVMat::CholeskiFactor(As,Ls,"XtX",true,false );588 BVMat::CholeskiFactor(As,Ls,"XtX",true,false,true); 589 589 BVMat::CholeskiSolve(Ls,(ms.T()*As).T(),gps,"PtLLtP"); 590 590 gps.GetDMat((BMatrix<double>&)gp); … … 1542 1542 1543 1543 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); 1545 1545 BVMat covi_u_; BVMat::CholeskiSolve(L_u,eye_qp,covi_u_,BVMat::ECSS_LLt); 1546 1546 BVMat covi_u = (covi_u_+covi_u_.T())/2.0; … … 1554 1554 BVMat GtG; BVMat::MtMSqr(G,GtG); 1555 1555 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); 1557 1557 BVMat L_G_sp; L_G_sp.Convert(L_G,BVMat::ESC_chlmRsparse); 1558 1558 double log_det_cov_G = 2*L_G_sp.LogTrace();
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