12 #ifndef EIGEN_LMCOVAR_H
13 #define EIGEN_LMCOVAR_H
19 template <
typename Scalar>
21 Matrix< Scalar, Dynamic, Dynamic > &r,
23 Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
26 typedef DenseIndex Index;
28 Index i, j, k, l, ii, jj;
33 const Index n = r.cols();
34 const Scalar tolr = tol * abs(r(0,0));
35 Matrix< Scalar, Dynamic, 1 > wa(n);
36 eigen_assert(ipvt.size()==n);
40 for (k = 0; k < n; ++k)
41 if (abs(r(k,k)) > tolr) {
43 for (j = 0; j <= k-1; ++j) {
44 temp = r(k,k) * r(j,k);
46 r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
53 for (k = 0; k <= l; ++k) {
54 for (j = 0; j <= k-1; ++j)
55 r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
56 r.col(k).head(k+1) *= r(k,k);
61 for (j = 0; j < n; ++j) {
64 for (i = 0; i <= j; ++i) {
77 r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
85 #endif // EIGEN_LMCOVAR_H