NICE_VisLearning/math/algebra/CholeskyRobust.h

/** 
* @file CholeskyRobust.h
* @author Erik Rodner
* @date 01/06/2010

*/
#ifndef _NICE_OBJREC_CHOLESKYROBUSTINCLUDE
#define _NICE_OBJREC_CHOLESKYROBUSTINCLUDE

#include <limits>
#include "core/vector/MatrixT.h"

namespace OBJREC {
  
/** @class CholeskyRobust
 * robust cholesky decomposition by adding some noise 
 *
 * @author Erik Rodner
 */
class CholeskyRobust
{

    protected:
		const bool m_verbose;
		const double m_noiseStep;
		const double m_minMatrixLogDeterminant;
		const bool m_useCuda;

		double m_logDetMatrix;

    public:
  
  		CholeskyRobust ( bool verbose = true, double noiseStep = 1e-8, double minMatrixLogDeterminant = - std::numeric_limits<double>::max(), bool useCuda = true );

		CholeskyRobust ( const CholeskyRobust & src );

		virtual ~CholeskyRobust ();
  	
		virtual double robustChol ( const NICE::Matrix & A, NICE::Matrix & cholA );

		virtual double robustCholInv ( const NICE::Matrix & A, NICE::Matrix & invA );

		double getLastLogDet () const { return m_logDetMatrix; };

		virtual CholeskyRobust *clone(void) const;
     
};

}

#endif