[Boost-users] uBLAS syntax issues

28 Jul 2004

      Here's the formula I want to reproduce in uBLAS: K=P*Mt*(M*P*Mt+R)^-1

Where K, P, M, and R are matrices, and Mt is the transpose of M.

I have written the following function:

void multi_state_kf::compute_gain(const matrix<double>& dev)
{
    matrix<double> temp=prod(M,newP);
    matrix<double> transM=trans(M);
    matrix<double> A=(prod(temp,transM)+dev);
    permutation_matrix pm(A.size2());
    lu_factorize(A, pm);
    matrix<double> el = prod(newP,transM);
    lu_substitute(A, pm, el);

    K=el;
}

This function was completely hacked together as I'm new to uBLAS (and 
rusty with linear algebra), but it got rid of most of my compile errors. 
Now only a few remain but I'm not sure what I'm doing wrong. I'm hoping 
that it will be obvious to someone here.

Thanks for your help,
Nick

[Boost-users] uBLAS syntax issues

Nicholas Andrews