Struct UDU

pub struct UDU<T, D>
where
    T: RealField,
    D: Dim,
    DefaultAllocator: Allocator<D> + Allocator<D, D>,
{
    pub u: Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>,
    pub d: Matrix<T, D, Const<1>, <DefaultAllocator as Allocator<D>>::Buffer<T>>,
}

UDU factorization.

Fields

u: Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>

The upper triangular matrix resulting from the factorization

d: Matrix<T, D, Const<1>, <DefaultAllocator as Allocator<D>>::Buffer<T>>

The diagonal matrix resulting from the factorization

Implementations

impl<T, D> UDU<T, D>

where T: RealField, D: Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>,

pub fn new( p: Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>, ) -> Option<UDU<T, D>>

Computes the UDU^T factorization.

The input matrix p is assumed to be symmetric and this decomposition will only read the upper-triangular part of p.

Ref.: “Optimal control and estimation-Dover Publications”, Robert F. Stengel, (1994) page 360

pub fn d_matrix( &self, ) -> Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>

Returns the diagonal elements as a matrix

Trait Implementations

impl<T, D> Clone for UDU<T, D>

where T: Clone + RealField, D: Clone + Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>,

fn clone(&self) -> UDU<T, D>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<T, D> Debug for UDU<T, D>

where T: Debug + RealField, D: Debug + Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>,

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl<'de, T, D> Deserialize<'de> for UDU<T, D>

where T: RealField, D: Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>, Matrix<T, D, Const<1>, <DefaultAllocator as Allocator<D>>::Buffer<T>>: Deserialize<'de>, Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>: Deserialize<'de>,

fn deserialize<__D>( __deserializer: __D, ) -> Result<UDU<T, D>, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<T, D> Serialize for UDU<T, D>

where T: RealField, D: Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>, Matrix<T, D, Const<1>, <DefaultAllocator as Allocator<D>>::Buffer<T>>: Serialize, Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>: Serialize,

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<T, D> Copy for UDU<T, D>

where T: RealField, D: Dim, DefaultAllocator: Allocator<D> + Allocator<D, D>, Matrix<T, D, Const<1>, <DefaultAllocator as Allocator<D>>::Buffer<T>>: Copy, Matrix<T, D, D, <DefaultAllocator as Allocator<D, D>>::Buffer<T>>: Copy,