Module: ukfUtilities¶
Defines
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UKF_MAX_DIM¶
Functions
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void
ukfQRDJustR(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat)¶
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int32_t
ukfLInv(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat)¶
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int32_t
ukfUInv(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat)¶
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int32_t
ukfLUD(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat, int32_t *indx)¶
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int32_t
ukfLUBckSlv(double *sourceMat, int32_t nRow, int32_t nCol, int32_t *indx, double *bmat, double *destMat)¶
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int32_t
ukfMatInv(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat)¶
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int32_t
ukfCholDecomp(double *sourceMat, int32_t nRow, int32_t nCol, double *destMat)¶
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int32_t
ukfCholDownDate(double *rMat, double *xVec, double beta, int32_t nStates, double *rOut)¶