#ifndef _BAYES_FILTER_MATRIX_SUPPORT#define _BAYES_FILTER_MATRIX_SUPPORT/* * Bayes++ the Bayesian Filtering Library * Copyright (c) 2002 Michael Stevens * See accompanying Bayes++.htm for terms and conditions of use. * * $Header: /cvsroot/bayesclasses/Bayes++/BayesFilter/matSup.hpp,v 1.7.2.2 2004/07/18 18:38:04 mistevens Exp $ * $NoKeywords: $ *//* * Matrix support functions for filter classes *  Members of the Bayesian_filter_matrix namespace are used in the *  interface of Bayesian_filter and for internal operations. *  Be aware! These functions and their implemenation are more likely to change *  then those in Bayesian_filter. *//* Filter Matrix Namespace */namespace Bayesian_filter_matrix{/* * Assertion support */#ifndef NDEBUGvoid assert_isPSD (const SymMatrix &M);#elseinline void assert_isPSD (const SymMatrix &M) {}#endif/* * Local support functions */bool isPSD (const SymMatrix &M);bool isSymmetric (const Matrix &M);void forceSymmetric (Matrix &M, bool bUpperToLower = false);/* * UdU' and LdL' and UU' Cholesky Factorisation and function * Very important to manipulate PD and PSD matrices * * Return values: *  Many algorithms return a value_type which is a reciprocal condition number *  These values are documented for each algorithm and are important way to *  determine the validity of the results */Vec::value_type UdUrcond (const Vec& d);RowMatrix::value_type UdUrcond (const RowMatrix& UD);RowMatrix::value_type UdUrcond (const RowMatrix& UD, std::size_t n);UTriMatrix::value_type UCrcond (const UTriMatrix& UC);SymMatrix::value_type UdUdet (const SymMatrix& UD);// In-place factorisationsRowMatrix::value_type UdUfactor_variant1 (RowMatrix& M, std::size_t n);RowMatrix::value_type UdUfactor_variant2 (RowMatrix& M, std::size_t n);inline RowMatrix::value_type UdUfactor (RowMatrix& M, std::size_t n){	return UdUfactor_variant2(M,n);}LTriMatrix::value_type LdLfactor (LTriMatrix& M, std::size_t n);UTriMatrix::value_type UCfactor (UTriMatrix& M, std::size_t n);// Copy factorisationsRowMatrix::value_type UdUfactor (RowMatrix& UD, const SymMatrix& M);LTriMatrix::value_type LdLfactor (LTriMatrix& LD, const SymMatrix& M);UTriMatrix::value_type UCfactor (UTriMatrix& UC, const SymMatrix& M);// Factor manipulationsbool UdUinverse (RowMatrix& UD);bool UTinverse (UTriMatrix& U);void UdUrecompose_transpose (RowMatrix& M);void UdUrecompose (RowMatrix& M);void UdUrecompose (SymMatrix& X, const RowMatrix& M);void UdUfromUCholesky (RowMatrix& U);void UdUseperate (RowMatrix& U, Vec& d, const RowMatrix& UD);void Lzero (RowMatrix& M);void Uzero (RowMatrix& M);/* * Functions using UdU factorisation: *  inverse of Positive Definate matrix returning rcond */SymMatrix::value_type UdUinversePDignoreInfinity (SymMatrix& M);SymMatrix::value_type UdUinversePD (SymMatrix& M);SymMatrix::value_type UdUinversePD (SymMatrix& M, SymMatrix::value_type& detM);SymMatrix::value_type UdUinversePD (SymMatrix& MI, const SymMatrix& M);SymMatrix::value_type UdUinversePD (SymMatrix& MI, SymMatrix::value_type& detM, const SymMatrix& M);}//namespace#endif