32 #ifndef _CHOLESKY_DEC_H_
33 #define _CHOLESKY_DEC_H_
37 using namespace ::std;
55 OptCholesky(
unsigned int lNbMaxOfConstraints,
unsigned int lCardU,
62 void SetA(
double *aA,
unsigned int lNbOfConstraints);
69 int AddActiveConstraints(vector<unsigned int> &lConstraints);
75 int AddActiveConstraint(
unsigned int aConstraint);
79 std::size_t CurrentNumberOfRows();
82 int ComputeNormalCholeskyOnANormal();
85 int ComputeInverseCholeskyNormal(
int mode);
88 void SetL(
double *aL);
91 void SetiL(
double *aiL);
97 void SetMode(
unsigned int mode);
100 static const unsigned int MODE_NORMAL = 0;
101 static const unsigned int MODE_FORTRAN = 1;
106 unsigned int m_NbMaxOfConstraints;
110 unsigned int m_CardU;
125 unsigned int m_UpdateMode;
128 unsigned int m_NbOfConstraints;
132 vector<unsigned int> m_SetActiveConstraints;
135 int UpdateCholeskyMatrixFortran();
138 int UpdateCholeskyMatrixNormal();
144 void InitializeInternalVariables();