12 #ifndef EIGEN_LMCOVAR_H 13 #define EIGEN_LMCOVAR_H 19 template <
typename Scalar>
23 Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
27 Index i, j, k, l, ii, jj;
32 const Index n = r.cols();
33 const Scalar tolr = tol *
abs(r(0,0));
35 eigen_assert(ipvt.size()==n);
39 for (k = 0; k < n; ++k)
40 if (
abs(r(k,k)) > tolr) {
42 for (j = 0; j <= k-1; ++j) {
43 temp = r(k,k) * r(j,k);
45 r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
52 for (k = 0; k <= l; ++k) {
53 for (j = 0; j <= k-1; ++j)
54 r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
55 r.col(k).head(k+1) *= r(k,k);
60 for (j = 0; j < n; ++j) {
63 for (i = 0; i <= j; ++i) {
76 r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
84 #endif // EIGEN_LMCOVAR_H Namespace containing all symbols from the Eigen library.
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
Matrix< int, Dynamic, 1 > VectorXi
const Eigen::CwiseUnaryOp< Eigen::internal::scalar_abs_op< typename Derived::Scalar >, const Derived > abs(const Eigen::ArrayBase< Derived > &x)