covariance.h File Reference

#include <Eigen/Dense>

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Namespaces
namespace	wolf

Macros
#define	WOLF_ASSERT_COVARIANCE_MATRIX(x)   assert(isCovariance(x, Constants::EPS_SMALL) && "Not a covariance");
#define	WOLF_ASSERT_INFORMATION_MATRIX(x)   assert(isCovariance(x, double(0.0)) && "Not an information matrix");

Functions
template<typename T , int N, int RC>
bool	wolf::isSymmetric (const Eigen::Matrix< T, N, N, RC > &M, const T eps=wolf::Constants::EPS)
template<typename T , int N, int RC>
bool	wolf::isPositiveSemiDefinite (const Eigen::Matrix< T, N, N, RC > &M, const T &eps=Constants::EPS)
template<typename T , int N, int RC>
bool	wolf::isCovariance (const Eigen::Matrix< T, N, N, RC > &M, const T &eps=Constants::EPS)
template<typename T , int N, int RC>
bool	wolf::makePosDef (Eigen::Matrix< T, N, N, RC > &M, const T &eps=Constants::EPS)
Eigen::MatrixXd	wolf::computeSqrtUpper (const Eigen::MatrixXd &_info)

Macro Definition Documentation

WOLF_ASSERT_COVARIANCE_MATRIX

#define WOLF_ASSERT_COVARIANCE_MATRIX

(

x

)

assert(isCovariance(x, Constants::EPS_SMALL) && "Not a covariance");

WOLF_ASSERT_INFORMATION_MATRIX

#define WOLF_ASSERT_INFORMATION_MATRIX

(

x

)

assert(isCovariance(x, double(0.0)) && "Not an information matrix");