24 #include<ccgsl/exception.hpp>
25 #include<ccgsl/vector.hpp>
26 #include<ccgsl/matrix.hpp>
27 #include<ccgsl/rng.hpp>
28 #include<ccgsl/linalg.hpp>
44 std::tuple<gsl::matrix,double>
gsl::matrix modelHessian(gsl::matrix &matrix)
Find a Cholesky decomposition (both upper and lower triangles returned in matrix) of a matrix + mu * ...
std::tuple< gsl::matrix, double > modifiedCholeskyDecomp(gsl::matrix const &matrix, double maxoffl)
Modified in-place Cholesky decomposition using the method of Gill, Murray and Wright (1981) to deal w...
This namespace holds all the interior-point optimisation classes.